Windows Catalog (which I totally don't rememeber at all... was it in all the builds or only some regions??) was apparently "the showcase for products that are designed to make optimum use of Windows XP. Go digital, and discover a great new computing experience!" [1][2] More of a catalog listing software and hardware that got the designed for XP logo, rather than a place to buy those things, let alone an app store experience. At that time, it was much more common to purchase applications inside an actual store.
https://www.oreilly.com/library/view/windows-xp-professional... "Windows Catalog"