Adding Pages using WP

I am trying to create my website using WordPress. I read few threads here and saw one or two methods to create pages and actually link them as categories. Then adding a new css class for these categories.
I wanted to find out:

1. How can I add a header file on WP so that I add the list of categories there? These will serve as my site’s navigation links.

2. What are the files I need to edit inorder to do this, since I will also have a section on blogging, which will have regular blog in wordpress.

Any help will be much appreciated.

Thanks