If functors are morphisms between categories, and natural transformations are morphisms between functors, what's a morphism between natural transformations? Is there ever a need for such a notion?
[Math] What’s after natural transformations
ct.category-theory
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The comments thread is getting a bit long, so here's an answer. The category $C(G)$ that David associates to a group $G$ (by his second recipe) has the elements of $G$ as its objects, and exactly one morphism between any given pair of objects. It's what category theorists call an indiscrete or codiscrete category, and graph theorists call a complete graph or clique. You can form the indiscrete category on any set: it doesn't need a group structure.
A functor from one indiscrete category to another is simply a function between their sets of underlying objects. In particular, given groups $G$ and $H$, a functor from $C(G)$ to $C(H)$ is simply a function from $G$ to $H$. That's any function (map of sets) whatsoever -- it completely ignores the group structure.
Given indiscrete categories $C$ and $D$ and functors $P, Q: C \to D$, there is always exactly one natural transformation from $P$ to $Q$. In particular, given groups $G$ and $H$ and functors $P, Q: C(G) \to C(H)$, there is always exactly one natural transformation from $P$ to $Q$.
Theo, the answer is basically "yes". It's a qualified "yes", but only very lightly qualified.
Precisely: if a natural transformation between functors $\mathcal{C} \to \mathcal{D}$ is pointwise epi then it's epi. The converse doesn't always hold, but it does if $\mathcal{D}$ has pushouts. Dually, pointwise mono implies mono, and conversely if $\mathcal{D}$ has pullbacks.
The context for this --- and an answer to your more general question --- is the slogan
(Co)limits are computed pointwise.
You have, let's say, two functors $F, G: \mathcal{C} \to \mathcal{D}$, and you want to compute their product in the functor category $\mathcal{D}^\mathcal{C}$. Assuming that $\mathcal{D}$ has products, the product of $F$ and $G$ is computed in the simplest possible way, the 'pointwise' way: the value of the product $F \times G$ at an object $A \in \mathcal{C}$ is simply the product $F(A) \times G(A)$ in $\mathcal{D}$. The same goes for any other shape of limit or colimit.
For a statement of this, see for instance 5.1.5--5.1.8 of these notes. (It's probably in Categories for the Working Mathematician too.) See also sheet 9, question 1 at the page linked to. For the connection between monos and pullbacks (or epis and pushouts), see 4.1.31.
You do have to impose this condition that $\mathcal{D}$ has all (co)limits of the appropriate shape (pushouts in the case of your original question). Kelly came up with some example of an epi in $\mathcal{D}^\mathcal{C}$ that isn't pointwise epi; necessarily, his $\mathcal{D}$ doesn't have all pushouts.
Best Answer
(Small) categories form what's called a 2-category, which is a structure that has objects, morphisms (functors), and morphisms between morphisms (natural transformations). There are also n-categories, which have a deeper morphisms structure. A google search will point you to a lot of references about n-categories. But for ordinary categories, the story ends at natural transformations.