Hi,
Since you give no site link or information about the theme you are using, I can you only give this DIY advice:
Get Firefox and then the free Firefox addon Firebug. You can then click anywhere in your site and see what piece of the css influences that piece of your site and you can even make changes but not save them, so it is safe to practice.
this might not seem to related at first, but still read:
http://codex.wordpress.org/Creating_Horizontal_Menus
identify the id or class of your category list, and try to apply the styling advice from the link.
then, it depends where you want to show them, and if you want to show all categories of the blog ( using wp_list_categories() ) or only the categories of the post.
for the post, use <?php the_category(', ') ?>
http://codex.wordpress.org/Template_Tags/the_category
