Category on side menu

I need to change the side menu on my website. When I click on one of the items in the menu I get the error message 404 – Not found… which is fine… the web address (I think that’s what it’s called) is http://www.cyprusweddingsltd.com/category/weddingvenues/
I need to remove this and put in it’s place a page, like I have on the rest of the menu.
I hope someone can help me fix this 🙂