This is the wiki's top-level category. (Looking at it another way, it is our root category!)
Ideally, every other category should be a subcategory of at least one other, and every article should be in at least one category; many will fit well into two (eg location and subject-matter). A full list of existing categories can be found at Special:Categories.
To add a new category, just add [[category:categoryname]] to the article or existing category page (after checking whether any existing category is suitable).