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I created a categories, added links, placed the code into the page but my links are still not showig up.

Please check if you set correctly the 'Directory slug name' in the setting tab. If you're using default permalink structure it should be left blank, but if other option is used, you should write the page slug here.

After installing and activating the pugin I get an error saying: The plugin does not have a valid header.

We know about this issue and we are working on it. However this does not affect the functionality of the plugin. Just go to your plugins section and activate the plugin there.