Catabolism is a series of metabolic pathways that degrade larger compounds into smaller, more basic molecules. In doing so, they liberate the energy stored said in large compound's bonds and can use it to form ATP. Cellular Respiration is one major catabolic pathway. By contrast, anabolism works to assemble larger molecules from simpler one, and requires an input of energy (which can come, for instance, from ATP). It may help to think of it in terms of entropy - the assembly of a few larger molecules from many smaller ones decreases the total number of molecules and therefore increases the "order" of the system; from thermodynamics, you know that this cannot occur without energy input.
Additionally, ATP is the major "energy currency" in most cells, but others do exist - GTP, for instance.