Categories

Is it possible to link my navigation to my categories. I’ve tried everything but can’t get anything to work so far.

<ul id="nav">
                <li class="pensions"><a href="#">pensions</a></li>
                <li class="money"><a href="#">everyday money</a></li>
                <li class="mortgages"><a href="#">mortgages</a></li>
                <li class="savings"><a href="#">investments</a></li>
                <li class="protections"><a href="#">protections</a></li>
            </ul>