You can change the categories in splashers via the properties. But this is rarely used.
Press Ctrl+Enter as directed in the dialog and paste or type the category you want to add. You can also delete or modify existing categories that way.
No category selector dialog is provided here, if that is what you are looking for?
Keep in mind that pressing Ctrl+C on a category (in the tree) copies the paths of all selected categories into the clipboard, which makes it easy to copy them into your Favorite, if you have too.
Keyword Sets you may now from
other software are much easier created with
Keyword Links (See
Working with Links) and synonyms (
Working with Synonyms).
Keyword Links basically allow you to assign any number of other keywords when you assign one keyword. Very powerful.
This way your keyword sets not only work with your favorite, but also in the Keyword Panel and other keyword-based features.