Hi,
First you must have a license for IGES module. Go to UTILITY>CATIGE>CATIA FILE (select the directory where is your model)>MODEL (select your model)>IGES MEMBER (put a name for your IGES file with the extension igs)>MEMBER FORMAT (select IGES)>VDA-IS OPTION (select what you want)>YES:CONTINUE.
A new window will appear in order to select the options for the IGES file. Select what you need (standards, type of conversion a.s.o.)
Press YES to execute. I noticed (but I'm not very sure) that if you will try to execute something else during this process, your IGS file will have errors.
For IGS file to CATIA model transfer you can use the IGSCAT from UTILITY. The process is similar.
Regards
Fernando