Hi TakeOk, as described in the faq:
By default the WordPress Media Library uses the same categories as WordPress does (such as in posts & pages). If you want to use separate categories for the WordPress Media Library add this code to the file functions.php located in your theme or child-theme:
/**
* separate media categories from post categories
* use a custom category called 'category_media' for the categories in the media library
*/
add_filter( 'wpmediacategory_taxonomy', function(){ return 'category_media'; } ); //requires PHP 5.3 or newer
Or if you have an older PHP version:
add_filter( 'wpmediacategory_taxonomy', create_function( '', 'return "category_media";' ) ); //requires PHP 4.0.1 or newer