Hi johnpaulvaughan,
The arguments and API endpoint are correct, but you also need to submit the arguments with an HTTP POST request. For example, using cURL on the command line:
$ curl -F api_key=YOUR_KEY -F format=json -F type=artist -F name=test_artist_catalog http://developer.echonest.com/api/v4/catalog/create
You should receive a JSON response with the catalog ID inside.
Hope this helps,
Andrew