Make sure you only receive the catalogues that you want by following the tips to reduce unwanted mail. See UNWANTED MAIL/FAXES.
Take to Paper Recycling Points or recycle via your kerbside collection after removing hardbacks and plastic covers (you can tell if they have plastic covers by trying to rip them - if they do not rip they will usually be plastic). See KERBSIDE RECYCLING or W: www.recycleforscotland.com.
The hardbacks can be recycled with cardboard (apart from in kerbside collections in West Lothian and the Scottish Borders). See CARD/CARDBOARD. The plastic covers cannot be recycled, so dispose of these in your bin.