Login to your account at yoursitedomain.com/wp-admin.
Locate "Articles" on the backend dashboard. When you hover your mouse it, select "Categories" from the menu that appears.
Here you can create new categories.
Enter the category you want to create under "Name".
You do not need to fill out "slug" as this will be automatically created. It is what displays for the category in URLs.
If you want to have a parent category, set it here.
A parent category is something other categories are housed under.
For example, you can have "Sports" as a parent category, and under that you might have local sports, national sports, high school sports, college sports, etc.
All those child categories would appear under the "Sports" category.
Hit "add new category" to create your new category.
Another way to create categories
When you're creating a new article or PDF, you can also add categories from these pages.
On the right-hand side, when you're selecting the appropriate category, you can also choose "+ Add New Category" & create your new category directly from the article.