Deep categorization models contain categories which have specific language rules in order to detect information within the text. Categories are what the categorization process, carried out by the Deep Categorization API, will return.
Once a model is created, the possible elements to be added in the model are shown on the left sidebar. The first element is Categories. This is what you will see in the categories section of a new model:
And from this panel you can both create new categories and modify existing ones.