Hello,
A friend of mine moved down here from NJ a few years ago and she is Catholic. I had never thought of this issue until she moved here. But, there aren't too many Catholic churces down here. But, there are some, just not what you are used to up there by any stretch of the imagination. However, I do know of one that is located in Thomasville which is a city centrally located to Greensboro, Winston Salem and High Point areas, it's about a 15 minute drive to each. It's off of old business I'85 (aka Hwy29/70). It's called Our Lady of the Highway.
You will have few choices here. Also there is a private Catholic school (new building built) in Kernersville named Bishop McGuinness,(which is a top 50 Catholic school in the country, web address is
http://www.bmhs.us/) so there maybe a Catholic Church there too. Kernersville is a nice, little city and is in the middle of the Piedmont area, surrounded by Greensboro, Winston Salem and High Point. Kernersville is all about location, location, location and you can reach any of the above cities mentioned in about 10 minutes from there.