Board Thread:Questions and Answers/@comment-5619650-20131031173720/@comment-7697305-20131031205939

You can create a new category by using Special:CreatePage and simply prefacing the page's name with "Category:".

(Keep in mind that this is not technically necessary, however: nonexistent categories can be added to pages in the same way that normal ones are. The only difference between categories with pages and categories without pages is that the latter will be listed at Special:WantedCategories until a category page is created for them.)