All category pages start with CategoryBlah where Blah is the name of the category. Any time that you run into a page that is to be categorized, at the bottom of the page, you would add links to the relavent categories, like this:

CategoryFoo CategoryBar CategoryBaz

or optionally

[[CategoryFoo]] [[CategoryBar]] [[CategoryBaz]]

There is one master category, called CategoryCategory. As category pages are created, they should be linked to the master category.