If you want to keep your content in a category, you have to go through the following tutorial:
Go to the Administer -> Content Management -> Taxonomy
Here, list of all vocabulary will be displayed. vocabulary means category. so click on Add Vocabulary to create new category name. choose content type for which you are going to create categories.
Once, you add you will see a list of vocabulary. To add category item, click on Add Terms from the right hand side of a row where your new vocabulary is being displayed.
After adding category item and now when you go to add content from Create Content link. Select content type for which you have created category. Here you will see a list of category items which you have created ealier from the help of Add Terms.