Treats are good and all but you will probably get better results with clicker training and splitting the job into simple parts. Fetch is pretty complicated and even dogs often have issues with it - our dog did just fine on the 'chase the toy' part - mostly due to strong prey drive - but then just ran away with it :). Took months to get it working.. Also cats usually lose interest quickly, so short sessions repeated more often will give better results.
Yeah I did clicker training for her to learn fetch and she know how to. She just seems to have zero association between the "fetch" word and action.