My GSD Sage (who is 2 and a half) acts much the same way since I got my kitten. If I put Sage outside, and bring the kitty in the living room, Sage runs from window to window, looking in.
The Siamese is 7 months old and is very tiny and delicate, so I have to keep them separate.
Sage has insane prey drive, and wants to eat the cat (which isn't surprising, since she tried to eat a sheep during one of her herding instinct tests). It's been rocky going. I've had the cat for 3 months now, and we are still working on "leave the kitty alone".
I had to start out with the cat on my lap. Sage got treated for sitting calmly (she's very food driven). We've now progressed to getting to "give the kitty a kiss" (big slobbery lick on the head). Since she wants to touch the cat badly, the "kiss" works for her.
Sage did try to leap over my head at one point early on, making a grab for the cat. I happened to be sitting on the floor, and deliberately knocked a bar stool over in her direction. It didn't hit her, but scared the bejeebies out of her. Apparently if you try to snack on the cat, furniture starts falling from the sky. She has been considerably better since then. Not that I advocate throwing furniture...
We still haven't progressed to letting the cat loose in the living room with the dogs. I can sit and watch TV with the cat, and both dogs go lie down on the rug and behave themselves.
Next step is having one dog at a time, ON LEASH, in the living room with the cat loose. I'll let you know how that works out.