To create a new category, click on the "Categories" button in the gray navigation bar at the top of the interface. Locate the "Create New" button and click on it.

After entering in the name of your new category, click "Save". You can then use the "UP DN" buttons to change the sorting order, or use the "Sort A-Z" button to automatically alphabetize your categories.

A category with no job listings will not be published. This behavior can be changed by checking Publish Empty Categories in the Setup Options.