In order to add new link category, firstly we need to access WordPress dashboard. After logging in, we need to find button "Links" in the left side menu and click it. By clicking "Link Categories" down to the "Links" we will access link categories.

Here we can see a form for adding new link category. It needs to be filled with such information:

Name - category name that will appear on website.

Slug - basically the same, just with dashes between words. If category name is "My Category", then slug will be "my-category".

Description - here we can place description about our link category.

Once the form will be filled, click "Add New Link Category" button to add new link category. It will be added in the categories list which is visible in the same page.