I cannot over emphasize the need for formal training!!!!!!! Yes, it is possible to learn CATIA on your own, but you will struggle for a lot longer time, learn some potentially bad habits, and your first few models will be so difficult to maintain in the future that you will probably need to start over.
Yes, CATIA Training is expensive, both in terms of the actual cost, but more importantly in employee time. It will, however, pay itself back in very short order. A formally trained user can be functional immediately, and at full speed in a few months. Someone learning on their own will struggle for several months, and it will probably take a year or more before they are at full speed.