This is what I quickly whipped up:
SELECT
Catalog.Name ReportName
,Users.UserName
,Roles.RoleName
FROM [dbo].[Catalog]
JOIN
dbo.PolicyUserRole
ON [Catalog].PolicyID = PolicyUserRole.PolicyID
JOIN
dbo.Users
ON PolicyUserRole.UserID = Users.UserID
JOIN
dbo.Roles
ON PolicyUserRole.RoleID = Roles.RoleID
Can anyone see any problems with that?