What file contains the created categories & their functions

Anyone knows what file contains the created categories and their functions? What I’m trying to do is to RSS feed posts from external sites to specific categories I have created. My goal was to insert this code to the category code section:

<li>
<a href="<?php bloginfo('rss2_url'); ?>" title="<?php _e('Syndicate this site using RSS'); ?>"><?php _e('<abbr title="Really Simple Syndication">RSS</abbr>'); ?></a>
</li>

Is this the right approach? your responses are appreciated. THX