Tests for where() with categorical
- [X] closes #18888
- [X] tests added / passed
- [X] passes `black pandas`
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`


Hey everyone, 

I wrote some tests for issue #18888. I don't know exactly if the format is correct but if any change is needed I'm happy to make it right. 

Which 'whatsnew entry' should I report for both new tests?

Also, if you think this is a decent contribution and if there's no problem with doing that, it would be nice to tag this PR with hacktoberfest-accepted label :)