Your processor affects the "speed of working" more than anything.
Like catiajim noted, though, what are you looking for specifically?
The video card will improve dynamic rotation performance, etc. CATIA should be used with an OpenGL card such as an nVidia Quadro or a 3DLabs Wildcat. You can also crank down the visualization settings.
Memory... CATIA wants to use a lot. If you are working on extremely large assemblies, you should absolutely work with cache enabled, and you should invest in a solid 2-3GB of system memory (and use Windows XP).