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You could just use File + SAVE AS to save the CATIA model in the STL format. But you have no control over the resolution when you do this.
The STL Rapid Prototyping workbench allows you to convert the CATIA model into a tessellated shell of triangles and then build the STL data. Using your steps above, but adding step 2.5:
1. Open an igs file or CATPart file in CATIA.
2. Start - > Machining - > STL Rapid Prototyping
2.5 Using the Tessaltion command, set the SAG and STEP to define the resolution and click OK to make the triangulated shell. (Play around with different values until you get triangles you like. Big triangles will print rough, but tiny triangles will take longer to process)