How expensive a Catholic college is will depend on the individual college. Some Catholic colleges are more expensive than others by large degrees. Typically, Catholic colleges are about the same cost as non-Catholic private universities. Catholic colleges almost always cost more than public colleges.
Catholic colleges fall into the "private institutions" category. This means that they receive much less state/government aid than public colleges. This drives costs higher, which results in higher tuition. Additionally, Catholic colleges, as private institutions, can offer smaller classes, more individualized learning, religious services and education, and more specific campus amenities, which are reflected in the higher costs of the colleges.
Another thing to consider is that, while the sticker price of a Catholic college may be higher than another college, almost no one pays that price. Catholic colleges have many opportunities for students to receive aid or scholarships. It is quite possible to carve out a huge chunk of the price tag on scholarships, grants, and financial aid (and most students do). Depending on the financial aid package of a student, the final costs could potentially end up being similar or lower than that of a public college.
Generally speaking, Catholic colleges cost about the same as other private universities and more than public colleges. But with enough financial aid, it is possible to greatly decrease those costs or completely sidestep them (full ride scholarships). To find out what sort of costs may be expected at a Catholic college, talk to the financial aid department of the college(s) you are interested in.