Even though at the beginning of the onboarding process you selected some categories and subcategories for your products, you can always edit a previous one and add a new one if you wish.
Creating a Category
Click on "Add category"
Assign a name to the new category
Create
Creating a Subcategory
Click on the category in which you want to add the subcategory.
Click on the + symbol
Assign a name to the subcategory
Create
In the next video you'll be able to see the process of creating a new category and subcategory at the same time:
Note: It's not mandatory to create a subcategory if you don't have one.