And now, for your fully featured learning pleasure, a complete Katakana chart:

ア イ ウ エ オ
A I U E O

カ キ ク ケ コ K
ガ ギ グ ゲ ゴ G
サ シ ス セ ソ S
ザ ジ ズ ゼ ゾ Z
タ チ ツ テ ト T
ダ ヂ ヅ デ ド D
ラ リ ル レ ロ R
ナ ニ ヌ ネ ノ N
ハ ヒ フ ヘ ホ H
バ ビ ブ ベ ボ B
パ ピ プ ペ ポ P
マ ミ ム メ モ M
ワ ヰ   ヱ ヲ W
ヤ   ユ   ヨ Y
ン         N
ヷ ヸ ヴ ヹ ヺ V


Katakana such as we and wo kana are used relatively rarely, as is vu, outside of imported words. The other v kana, all based off the w series of kana, as well as the wi and we kana are unused even in imported words. Their sounds are created by pairing the vu kana with a smaller form of the vowel kana. There is no WU kana, due to its similarity in sound to the u kana.
A nitpick on Stavr0's pronunciations, if you write "japanese" in romaji using his pronuncations, or try using it in an IME, you'll likely get nowhere. His pronunciations are very vocally accurate, but for the sake of communication/input are useless.