@Robert, you did create the category, but you didn't add any parent categories, so it wasn't linked to the category structure. What you did do was correct, you just needed to add that last step.
Have a look at the category now, I also modified the content formatting a little bit, and added the parent category. If you follow that one for any others, you should be fine.
Keep in mind, we only add new categories where there is a profile to add the category to, we don't generally add new "empty" categories.
If you need any more help with any, keep asking on G2G!