We don't actually get much insight into their interactions. The problem is that Talon was introduced far later into the League after Kat and Cass, so both their backstories don't mention him even though they should theoretically have grown up with him since they're approximately all the same age-range.
Kat inherited her father's skill with knives and presumably was also trained by him. So she and Talon would probably get along as sparring partners or the like, since they both fight with knives and stealth. Cass naturally has...issues. Don't think that affects her relationship with Talon negatively, but they have less in common so-to-speak.
Also in the final Journal of Justice, both Talon and Kat are standing together observing Swain seize power:
http://vignette1.wikia.nocookie.net/leagueoflegends/images/a/a1/KatarinaAndTalon.jpg
This suggests they keep in contact and are united in their dislike or apprehension of Swain.