Adding a string "CategorySomething" as the very last line to one of your pages is like adding a keyword to your page. But there is some magic in place: That keyword is, according to the "WikiSyntax", linked automatically to a page of that name. If you follow the link, this page, if it does already exist, will create then a list of all pages containing that keyword in the last line. Because it is created dynamically when called, it is definitely up-to-date.
Inventing a new category page is simple: choose the appropriate template - the name is obvious. That's it!
You can add several categories to a particular page. For example, you can add both "CategoryDyalogDotNet" and "CategoryGeneralUtils" to a particular page.
When you think about a new category, of course it is a good idea to check the list of already defined categories carefully.
If you feel uncertain what to do it is probably better to do nothing then to add a category just for fun. Admins will take care anyway.