When creating a new event you can choose which category it is. If you want to classify it as a category that doesn't yet exist, you can't.
Steps to reproduce:
- Click on a day.
- Create an event.
- Click on the different options for categories.
You can select one of the already existing categories or none.
You can select one of the already existing categories, but you also have the option to create a new category to which you can assign the event.