For catalytic Janus colloids in hydrogen peroxide solutions, we have recently studied the effects of fluid interface confinement on the active motion at the single particle level. Here, we studied the interaction of the same class of active particles with phospholipid giant unilamellar vesicles (GUVs). We focus our attention on the interaction of a single active colloid with an isolated GUV. In the absence of hydrogen peroxide fuel, the interaction between passive Janus Platinum/silica microparticles and GUVs is weak, with a slight preferential attraction of the lipid membrane for the Platinum face of the colloid. However, when self-propulsion is triggered, Janus colloids show a strong hydrodynamic interaction with GUVs, resulting in a variety of interesting phenomena including: (i) particle orbital motion around GUVs, (ii) force and torque transfer which induces translational and rotational dynamics of the GUV and (iii) transport of a GUV by the active colloid.