On the Appearance->Menus page in your dashboard area, you’ll see there’s a “Links” option in the left-hand sidebar. When you click on this option, you can add custom links to your menu via the resulting panel. You could fill in the “URL” option as you wish, or leave this field blank if you do not wish “Categories” to link anywhere.
Appreciate your reply.
Some how I tried that last time and it didn’t work out.
Today I tried again, when add the Links into the Menu, I need to place a dummy URL, then click add to Menu. Then only it will appear.
I remove the dummy URL in the Menu bar selection, and the new Categories stay there.