The use of Flomax (tamsulosin) in patients with catheters is typically okay and recommended if the catheter is temporary. Tamsulosin blocks certain receptors in the bladder and prostate causing muscles in those to relax, thereby improving urine flow rate and reducing the symptoms of BPH. Even though a catheter solves this problem, stopping the medication and starting it again could possibly cause some side effects such as dizziness/drowsiness while your body gets used to the medication again. It doesn't make sense to stop it if the catheter is only a temporary measure.

You stated in your question that the catheter is being used for acute urinary retention so I would assume it would be coming out sometime soon. If this is the case, then yes, in most cases you should be staying on your medication. It shouldn't have any effect on the catheter either. 

If the catheter was permanent, then tamsulosin would likely be discontinued. It doesn't actually reduce the size of the prostate so you would receive no benefit taking it with permanent catheterization.

Discussing acute urinary retention specifically, once a catheter is removed from men with this condition, many fail to pass urine and need to be re-catheterized which you obviously want to avoid. If it is a recurring problem the continued use of catheters may be needed or even prostate surgery. Ideally we want medication that will prevent re-catheterization.

There in fact has been multiple studies looking at catheterization and tamsulosin use. I found at least 3 studies that evaluated the efficacy (how well something works) of tamsulosin vs. placebo for treating catheterized patients with acute urinary retention (AUR) caused by benign prostatic hyperplasia. They all conclude that men who have been catheterized for acute urinary retention can urinate much more successfully after catheter removal if they are taking tamsulosin and are LESS likely to need re-catheterization. This is great evidence for use of tamsulosin!