It’s easy to save/export in CATIA any format that you want, parts or entire assembly in formats like .stl, .igs, .model, .stp, 3dmap, 3dxml, .cgr, .wrl, etc.
To do that you must have all parts that you want to save into a single assembly (you can have other assemblies into an assembly also). After that you should create a single CATPart from Product.
To do that you must navigate to Tools -> Generate CATPart from Product. This command transforms a .CATProduct into a .CATPart. If you have many components in Product will take more time to be transformed. At the end of process, CATIA will open a new window with the .CATPart. Now you can save this in what format you want.