Let me explain you step by step. Enter into your community; in the left bar you will find site configuration click on that; it will take you to manage community - there you will find edit forum categories on clicking it will take you to general (this is a default category); under which you can find add category feature click on that it will take you to a form with heading, description etc; fill it up and submit, you can add new categories. Hope this helps. If you still have doubts, feel free to post a query.
Don't take any decisions when you are Angry.
Don't make any promises when you are Happy.