If you want to add or edit your tasks to join a List (category) to make it more structured, then  you can by adding Lists and then linking your Task to a List.

First go to Tasks > Manage Lists & Recurring Tasks where you can create a new Task List or edit an existing one

So now when you add a new task or edit an existing one, these Lists are available to select:

Once you have selected your List to link to, just click on the 'Apply Changes' button.

You can also edit your List name(s) by clicking on the Edit button on the right of your screen.

Now you can use the filter function to find your tasks which are linked to a List: