Catalyst doesn't have the behavior as a distinct interaction pattern. However, I was able to get the desired behavior by doing the following:
Say you want clicking on a button to open up the default email client, and fill out the "to" address as firstname.lastname@example.org
1. On the button, Add an "On Click" -> "Go To URL" transition
2. In the URL space, enter: mailto:email@example.com
Just replace the button and email address (italicized) to get the behavior you want.