Papillon tries to play with our cats

A dog owner yesterday brought in a dog (Papillon) to our house for the week as his house is extremely cold, even the house heater couldn't do the job.
The dog is used to cats, but our cats aren't used to dogs as in my street most owners have the big dogs. Papillon named My-cee is anxious but wanted to try play with our cats, bit the cats aren't having it.