Why does Catholicism believe in purgatory? Why does Catholicism believe in purgatory if according to Hebrews we are faced with judgement after we die? 

Hebrews 9:27 And as it is appointed unto men once to die, but after this the judgment:
Not only the Hebrews quote, but it is defined dogma in the Catholic Church that "immediately (mox) after death and, in the case of those in need of purification, after the purification" in purgatory, one faces his Particular Judgment (Benedict XII's Benedictus Deus).

However, venial sins or temporal punishment for already-forgiven sins might still remain. Once one has suffered and been purified of these, he enters heaven.