Do you have a 64-bit version of Windows, perhaps? If so, then the Vamp plugin needs to go in C:\Program Files (x86)\Vamp Plugins
rather than just Program Files
(which is generally for 64-bit programs on Windows 64; the plugins are 32-bit). See the bottom of http://vamp-plugins.org/download.html
The .cat file should be included with the MATCH plugin distribution and it should be copied to the same place as the .dll. It tells Sonic Visualiser where to place the plugin within the Transforms menu. If you don't install the .cat file, the plugin should still work, it'll just be uncategorised.