Set of categories

Hi.

How to make sets of categories. I mean to group some categories and make parent category not active. Here is example – https://www.gnc-web-creations.com/wordpress/assign.png
Is there a plugin to handle it?

Going further, how to display such grouped categories in sidebar? I would like to achieve an effect like here https://www.ilovejackdaniels.com/. (This site is not running on WP. It is only an example).

regards,
malinowy