There isn't a way to 'associate' Pages to categories in the admin. If you use categories on posts WordPress will automatically give you access to a display of all the posts in a particular category if you use something like the Category Widget.
You can also create a Page and use a plugin such as http://wordpress.org/extend/plugins/list-category-posts/
Or the Pages article has the Page of Posts example where you can code it to say if this is Page X, display category Y posts.
Also if this is just an issue of putting both pages and categories in your navigation header see this:
How to easily display links to both Pages and Categories in the blog navigation header?
And finally some other threads you might like: