Linking Categories to Navigation Bar help

Hi, i have got the categories made on the wordpress on mywebsite (push-start.co.uk) me and a friend cant find out on the downloaded layout where to change their link to link it to the catigorie for each post

e.g linking a post that has PS3 to a section on the site called PS3 so all ps3 posts can be found their

https://www.tfmx.co.uk have this function but im not sure how to do it our selfs

any help is appreciated!