When the catalog updated in the commerce (it is hosted as different server) , how it can be communicated to the CMS server to update the EPiServer Find to index the updated catalog page?
I'm not sure I get your point.
If you're using 7.5 or later, when an entry is updated, FindSearchProvider will index it and send the data to Find service server. And then in CMS site, when you do the search, FindSearchProvider will contact Find service server to get the result - they don't have to communicate with other to update the search result.
If you are using 7.0 or earlier, the thing is the same except you will need to do the indexing manually.