The word "Catholic" is certainly not in the Bible. Neither is the word Trinity and several other things Christians believe. But, there was one Church, and only one, that Jesus founded. Historically, this was the
only Church for the first 1000 years of Christianity. Very early on, it was named "Catholic" which means "universal." Like when a baby is born. Sometimes, it isn't named for a day or two. Once it's named, the baby is still the same person, not someone different. The name doesn't change the baby.
History shows that the first group to separate from Christ's Church was the Orthodox, in 1054 A.D. (The Great Schism - see a good explanation of what happened then, here:
Great Schism).
Protestantism, on the other hand, didn't start till way, way late in the game. The 16th century! And it has been continually separating into literally thousands of man-made, doctrinally contradicting and disagreeing denominations every since. That cannot possibly be the grounding for the fullness of truth that Christ gave us. The truth does not contradict itself. Christ was far wiser than to require each man, woman, and child to be his/her own Pope and reinvent the wheel with regard to the faith. So, He founded a (one) Church, with a hierarchy to lead it, and His promise to never teach doctrinal error. He left us a sure way to know His teachings. Who among you thinks you know better than Christ and can correct His teaching?