I think they are curious about anything that moves essentially. I brought a kitten home last year, it was a tiny little thing, I loved it. But sadly my husband was allergic very badly to it and we couldn't keep it.
My yorkies who never saw a cat in their life were very curious. At first we kept the kitten crated and let them sniff the crate, it would hiss at them and quickly my Dexter lost interest when he couldn't get it and my Fletcher laid in front of the crate and stared at it, every time it hissed at him, he would stand up and stare into the crate with his ears up and whine. After a day or 2 we let the kitten out. Whenever the dogs went near it it would climb up high and swipe and hiss at them. After about 5 days, things went back to normal. The kitten was cool with the dogs, the dogs stopped freaking out every time it moved. It just takes time. I was shocked my boys did so good after only 5 days. I just pet the kitten and the dogs and let them all know they were part of the family. Give them all attention when they are all looking. As long as you are the pack leader and you say the cats & the dog are ok, then they seem to be ok with each other. I know this is not always the case, but it does work.