According to Catholicism, do the saints and martyrs in heaven rise again on judgment day? Do Saints and martyrs who are already in heaven rise again on judgment day and assume a new body?  

If so, why when they are already in heaven and with the Lord?
Yes according to the Catholic Church the bodies of the saints and martyrs in heaven rise again on judgment day.

St Thomas Aquinas states in his Summa Theologica:


  The saints in heaven, since they are blessed, have no lack of bliss, save that of the body's glory, and for this they pray. But they pray for us who lack the ultimate perfection of bliss: and their prayers are efficacious in impetrating through their previous merits and through God's acceptance.


The Catholic Church teaches that the only saint to be in heaven in both body and soul is the Blessed Virgin Mary.


  This doctrine was dogmatically defined by Pope Pius XII on 1 November 1950, in the apostolic constitution Munificentissimus Deus by exercising papal infallibility.