It doesn't seem possible to directly convert .catproduct assembly files to STL format for the purposes of 3D printing. However, you should be able to produce .catpart files for individual parts from the assembly files and these could be exported as STL.
In CATIA and other CAD programs that support CATIA formats, there is usually a function for producing .catpart files from .catproduct files. Some dedicated CAD converters can also automate this process and directly convert catproduct to stl. This will most likely create separate file for each part in the assembly.