Help:Category
You can place a page in a category by adding [[Category:foobar]] to the article's text (where foobar is the name of the category).
Setting sort keys
If you want the article to be sorted alphabeticaly by something other than its name you should use the following link form [[Category:foobar|sort key]] (where foobar is the category name and sort key is the value to sort by).
Linking to a category
If you want to link to a category without the current article being added to it you should use the following kink form [[:Category:foobar]] (where foobar is the category name), note the extra : before Category.