Navigation Link to Categories

Hello,
I have what I think is a fairly basic question but need the assistance of some WP guru’s.

When I create a new “page” in the admin panel it naturally adds a link to that page in the navigation bar of my page.

I essentially would like to add links to the navigational bar of the site but would like them to link to specified categories.

i.e. http://www.mysite.com/categories/pictures

I know its possible because I have seen it on other sites, Im sure it is extremely easy. I just don’t know where to look. Any help is ALWAYS appreciated. Thank you kindly-