BROADWAY Andrew Lloyd Webber. ''Cats.'' Selections from Broadway Cast Recording. (Geffen Records. GHS 2026.) Andrew Lloyd webber has confirmed that the British can do musicals. ''Cats,'' his latest export -- far from purring softly at the door -- has roared onto Broadway to mixed reviews but sellout audiences. This fine cast recording contains selections from the show, several songs with different orchestrations from those used in the theater. (The full stage version has also been recorded.) Followers of Mr. Lloyd Webber will find this recording more easily listenable thatn the more operatic, somewhat dissonant ''Evita'' (a show that nonetheless has more than its share of good music). Like ''Joseph and the Amazing Technicolor Dreamcoat,'' Lloyd Webber has drawn from several musical styles for a most agreeable blend. Add the songs ''Memory'' and the ''Old Deuteronomy'' song -- two more soaringly beautiful melodies one could never ask for from Broadway. It's all great fun, and there's no need to see the extravaganza in New York to hava rousing good time with this musical.