Cats like to keep an eye on their territory, and if their territory includes a piece of the outdoors, they're going to want to check on it frequently. The cat needs in to check. Your cat doesn't think so. If you disagree, then installing a cat door can end your days as door opener. Although these flaps are fine for warmer climes, they may be a little drafty in areas with more severe winters.
More expensive models are available that do a better job at keeping the weather out, so look around.
Some folks have also gotten creative in installing the doors. I've known people who've built tunnels with pet doors at both ends to minimize drafts. The convenience is probably worth it, though. You have a couple of options in installing cat doors. While most people put them in a door, they can also be installed in a wall, and most manufacturers include directions for both.