To help viewers quickly navigate to different groups of videos, and to support the layout of different themes, you can create Categories to organize videos on your video site. Once enabled, the Category drop down menu will automatically appear on your video site.
Categories are driven by tags, which you can create and assign from the Videos page. For more information about tagging your videos, please refer to this help article:
Hover your mouse over "Site" at the top of the page, select "Theme Design," and then click on "Categories" on the lefthand side of the screen. Once there, select any Tags you want to feature as Categories. You can reorder them, and depending on your theme, add metadata like a Category image or description (not available with all themes).