Feeds going to proper categories

Hi I am new to wordpress and web development so I have a couple of questions. One here on my site http://www.bohemianmonk.com/ how do I get the feeds I have coming in go to the proper categories? I.E. News, Financial,National and so on? 2. Is is possible to get picture thumbnails or video to accompany the feed and post on my site? Thanks for any help I am brand new this my first page and attempt. Any and all help would be greatly appreciated.