You won't feel the catheter because you will be numb from the epidural. They will give you one because you can't walk due to being numb from the epidural. They like to keep the bladder empty because it allows the head to come down and help you dilate. I myself had an epidural but am sensitive to latex so I did not have a Foley catheter (one that stays there for awhile) but they just would insert one every so often and remove it right away. I felt nothing. Don't worry and trust me on that day you won't be worried about that. You will have a lot of other things on your mind. Good luck.
You wont feel a thing or even know when your peeing. The epidural is going to be the weirdest thing ever!