categories.yml controls the category settings, and new categories can be added here.
To add a new category, simply copy the default category format, and modify it to fit your needs. See the categories.yml page for the default categories.yml, and compare it to the example below with two categories:
default: display-name: "&e&oDefault Category" description: "Click to view this category.||&7&oIf there is only one category,||&7&ocategories will not be shown!" item-id: GRASS:0 hidden: false games: display-name: "&e&oGames" description: "Click to view our games.||&7&oThis category contains MiniGames" item-id: DIAMOND hidden: false
There is no strict limit on how many categories can be added, but it is not recommended to have "empty" categories (ie no templates are assigned to it) that aren't hidden.