When creating a page there’s an option to assign that page to a category.
A category represents a list of pages. By assigning a category to a page, you are making that page a part of the category list.
This is an example of a category list page. In this example the Category=Areas of Focus, meaning, this is a list of Areas of Focus pages.
So if we were creating a page to add to this list we would want to simply check the Areas of Focus Category.
You do not need to assign a category to every page, you only need it if you want the page to be included in a list.