Can you give the cat a separate room it can get into but the puppy cant? Or something tall it can jump up on?
That's how puppies play and until the puppy is older and calmer he's going to be too rough with the cats. We have two cats and Ada is too rough with them if she actually gets one on it's back. When she starts chasing the cats we tell her "no" and "leave it" if she's getting too close, but until your puppy listens to the "leave it" command there isn't much to do other than make sure your cats can escape. If they are old and slow then you need to keep them separated from the puppy or have the puppy on a leash when the cats are around.
Separate them. Over time slowly introduce them. Use baby gates, close doors, etc. Make it easy for the cat to get away if they are in the same room. Supervision is a MUST! The "leave it" command is invaluable. Get into training classes ASAP.
Can you give us a bit more info? How old is the cat? Why doesn't the cat move away from the pup when the pup comes in? How is the cat reacting?
I agree with the other posters that you need to manage the problem in the short term by separating them (so the pup doesn't develop a lifelong habit) as you train "leave it." "Leave it," by the way, doesn't have to be based on scolding or punishing the pup. It can actually be more effective if you teach the pup what you want him to do rather than punishing him for what you don't want him to do.
For example, you could teach a "go to your spot" game and reward it so that when the pup is going after the cat, you could start the game with him as a fun way of interrupting the undesired behavior and reinforcing an alternative behavior that you prefer.
I thoroughly agree that a good training class is invaluable for teaching these skills, especially if this is your first dog or even your first Golden.