"Firstly, I can't seem to get the constant to be recognised in the statement without making use of a variable."
that's because you are trying to use the constant within a quoted string, which is ofcourse impossible. How is PHP supposed to know that you mean the constant CATID and not the string CATID?
You should teach yourself to never ever ever use variables of constants inside quotes.
BAD: echo "my name is $name";
good: echo "my name is ".$name;
"I'm not entirely sure which way you can use MySQL to select rows from multiple values passed like above"
Manuals are your friends, I suggest you read some SQL docs. The MySQL manual explains just about every possible query you can do.
Look for the IN statement:
SELECT * FROM table WHERE field IN (1,3,5,7,8);