The option "Mold Component Catalog" in Creo installer is to install the workpiece templates. They are used when creating a automatic workpiece.
If you want to use mold base and library components, you must install the Mold Base Library and set the pro_library_dir configuration option to the location of the mold base library loadpoint. Mold Base Library is a standalone cd image. It is available on PTC download page.
After installing the Mold Base Library and set the configuration option, you have to add search paths to Creo configuration. E.g.
The Mold Base Library data is limited and has not been updated for a couple years. It is recommanded to use Expert Moldbase eXtension. The moldbase and component data in EMX is comprehensive and up-to-date.