Th way I'm reading the question and the answers/comments, to me, you still haven't really had your question answered.
The easiest, less stressful way, that I have found is to find a profile already in the study (doesn't matter which one, as long as it is a profile you can get into). Click edit, scroll down to where the input screen is. At the top you will see [[Category: xyz]], Copy it, then paste it in the same place in the profile you are trying to add to the study (In the edit screen).
This will automatically place that profile that you are working on in the study, and will add the category at the bottom (or top if you follow the answer/comment above). Some studies have stickers you can do the same thing with and does the same thing (Though I can't remember if One_Name_Studies Stickers were removed or not).
All of the other answers (except Ros) have me scratching my head because I didn't even know we could add directly to the Name Study (which begs the question: Does the category show up in the profile?). And sometimes, some people have been doing things so long they forget that someone new to anything, anywhere, sometimes needs a little more explanation.
If you already got the answer you were looking for, ignore everything I said.