Use the category link to take visitors to a blog page which is filtered to show only the posts added to the one chosen post category.
All you need to do is provide the link text and select one category that has been used in WordPress for at least one post.
When a visitor clicks to view your category, they’ll see a page listing all the posts added to that category in WordPress. Learn how to organize posts with categories if you have not used them before. Create as many category links as you need, one-by-one.
If you need to link to many categories, consider using the automatic categories dropdown menu item instead.
I don’t see my category in the dropdown
Since it only makes sense to link your menu to categories which actually have posts added, your category selector will not show categories which have been created but have not been used.
Simply apply your category to at least one blog post that has been published, and you’ll be able to link to it in your menu.