Is there any kind of cat-like race I'm not aware of?

No, unfortunately there is no feline race in fantasy or 40k, at least not among the major, playable races.
There are rats and lizards in fantasy (Skaven and Lizardmen) and bugs and birds (kinda) in 40k (Tyranids and Kroot). Besides that I can't think of any "animal-like" races

I think there was some cat-like race in the books and in lore... But I am not sure...
Anyway, it would be totally cool to have such a race to play with And eat Skavens

@Catwhisperer Join my Dark Elder side We will rule the universe!

After second look I think I noticed something weird
Help me Rathamon in this one. Is that Skaven buzz'd up and infused with some heavy voltage, under machine parts and so on...
To me , that ratso looks like a back-to-the-future messenger.

Surge are you sure about that race?!?!?!

You saw it right. That is a Skaven warlock engineer. Skaven in general use all kinds of advanced technology (for that age) like muskets, Gatling guns, warpstone flamethrowers and other kinds of magically infused technology. The warlock engineers are the techno mages that create those weapons of war.

Here's some pictures of how they can look on the field

HAH I knew it.

Now you tell me back to the screen order plan.
you telling thay covered whole race with classes, like with others.

Ok, I'll have to read some more about the lore than
Any suggestions where I can find more info in a form of some stories?

Ooooph, that's a tall order. Don't know where you should start.
Finding WH lore is real easy and really hard at the same time. Easy because there is so much of it, hard because it's scattered all around.

For actual stories you should check out GW's official novels, but keep in mind that there is soooo much lore in the army books themselves.