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You have asked a big question here, that probably could be counted as lots of separate questions. So instead of detailing how Catherine acts with each of these characters, I will offer a few comments about her character as a whole in the novel, and then you can go back and pick out how she acts towards others, identifying how she acts immaturely.
In fact, immature seems to be a good place to start when we think of Catherine. You need to remember some of the symbolism in the novel to understand her character. The two conflicting forces of society and nature are summed up in the two households and families - Wuthering Heights and the Earnshaws and Thrushcross Grange and the Lintons. As a child of the Earnshaws and being brought up in Wuthering Heights, Catherine and her character are synonymous with the brooding, changeable moors that loom over the novel. Consider her burial groun - she is not buried in the churchyard or with the other Earnshaws, but he is buried “in a corner of the kirkyard, where the wall is so low that heath and bilberry plants have climbed over it from the moor.” The moor and her wanderings on it with Heathcliff sum up so much of her character, and it is fitting that she is put to rest there.
Note too the conflict that tears apart her life. Her stay with the Lintons awakens her awareness of class, thus leading her to marry Edgar, because of her belief that it would "degrade" her to marry Heathcliff. Yet obviously she shares a far deeper love and spiritual connection with Heathclif, and by extension, nature and the moors. Remember how she describes her relationship with Heathcliff in Chapter 9. She declares: "I am Heathcliff", pointing towards a profundity never attainable in her marriage with Edgar.
This conflict causes Catherine to act selfishly and very immaturely as she balances up these different affections. She seems to need to have her way and throws tantrums if she does not get her own way. Consider her selfishness and desire to hurt in Chapter 12, and also her self-centredness:
"If I were only sure it would kill him (Edgar)," she interrupted, "I´d kill myself directly! These three awful nights, I´ve never closed my lids - and oh, I´ve been tormented! I´ve been haunted, Nelly! But I begin to fancy you don´t like me. How strange! I thought, though everybody hated and despised each other, they could not avoid loving me."
We see here a Catherine that has never really grown up - she still feels she should be loved and adored by everyone and have her own way. When she doesn´t she protests at least that if she knew it would kill Edgar she would gladly kill herself. Thus Catherine is a character whose love is marked more by mutual suffering than mutual regard. A dangerous woman to become involved with!
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