A, this area doesn’t show up in the recent discussions page, so that’s why you haven’t received an answer.
B. when you say “set categories”, do you mean how do you create them? That’s managed in the admin area, under manage, then categories. Once you create a cat, you will be given the option each time you write a post to choose the cat for the post. You can also change the name of the default cat in this area, using the edit feature. In options, writing, you can choose the default cat from those created.