> If I’m going to reward her during training and to reinforce good behavior how do I make sure I’m not giving her too many calories?
It depends on the training style and what behaviors you're trying to teach. For obedience training, I do mostly lure training, which works best with lower value treats, so I just use kibble for training and feed the dog that much less at meal time. , For other kinds of training, super smelly, high-fat treats might be needed, and then you do have to worry about it. Natural Balance food rolls are formulated for complete and balanced nutrition, so with them you can break the 90% dog food/10% treats rule, but keep in mind that stuff has a lot of calories, so you might have to cut your dog's meals way down to compensate.
About introducing your new dog to your cat, here's some super cautious advice from a book called Competability: Solving Behavior Problems In Your Cat-Dog Household by Amy Shojai. You probably won't need to do all of this, but I recommend starting out over-cautious and then see how things go.
FOR BOTH
INTRODUCING NEW DOG TO A RESIDENT CAT:
CUTTING THE CHASE
Some dogs can’t resist chasing the cat, but Sheba doesn’t appreciate being turned into a windup toy for the dog’s amusement. Teaching Rex to refrain from the chase not only enforces good manners, but also becomes a safety issue.
You can train better doggy manners with a very confident cat by placing the cat in a protective carrier, and then giving the dog treats for behaving calmly. Ask the dog to sit, heel, stay, or other obedience commands, and offer the BEST treats (a bonanza of a whole handful!) for moving away from the cat. Be aware, though, that such a situation can be highly traumatic for shy cats even if you treat Sheba as well.
A better technique for most cats uses classical conditioning. Just as Pavlov conditioned dogs to salivate when they heard a bell, you teach your dog to respond to the cat’s presence in an acceptable manner. You’ll need a leash, treats, the cat and dog, and lots of patience.