Anabolic means "building up" and catabolic means "breaking down" -- at least those are the simplest meanings in the context of weight training. Anabolic steroids are drugs that build muscles. Exercising hard and long without replacing energy with food and drink can lead to the breaking down of muscle for fuel. This is a catabolic process.
Bodybuilders who engage in "natural bodybuilding" don't use any illegal drugs like anabolic steroids to promote muscle growth.
Too much training with insufficient energy replacement can lead to catabolic effects on muscle.