Create a New Category
Manage Categories shows the little list of default colors. When you click on any color you should see an X on the right side. If you click on the X the category will be deleted.

At the bottom of the list is the option to add a new category.

6. Try It: Add a New Category
Click on Add New Category...

What Do You See? A little Window will prompt:
Type the Category Name: Training.
Select a Color: Teal.
Click OK to return to Manage Categories.

Click OK to return to the Event.

Keep going...

Event->More->Categorize->Manage Categories->Add New Category