Get started help (sorry WP newbie)

I am looking to replace my e107 site I used for many years to share games (swf).
I loaded WordPress and installed your great plugin. It does seem that I will need to do much more configuring then I’m used to but that if find, but I need some help to get started. How do I point to the game categories page? I assume I will need to manually add links for each game. Any help for this poor old guy would be great.

to see what I want to move FROM you can see the old e107 site at https://www.penbrock.com