Catalysts work by reacting in some way with the reagents present - catalyts, while they undergo reactions (generally involving weak partial bond formation with the substrates of the reaction) will tend to react in such a way, following this catalytic reaction, so as to revert back to their initial structure, thus remaining "unchanged" over the course of the reaction. In the Haber process, the complex aluminium/iron/potassium oxide/finely divided iron catalyst will tend to adsorb nitrogen and hydrogen onto its surface forming weak, partially formed, covalent bonds with the gases, thus reducing the activation energy associated with breaking the bonds of the homonuclear diatomic molecules involved. Following the addition of hydrogen to nitrogen atoms, the bonds formed between the hydrogen and nitrogen molecules with the catalyst break off, and the catalyst is found in its original state.
The whole point about catalysts is that they generally react in some way to lower the activation energy of a reaction, and once that reaction has taken place, the catalysts will react to form the original catalytic substance.
