Adding titles to sorted nodes in a View
You can use the group by field option.

The process would go as follows. 

In Fromt section next to the Format you have settings click on that. 



You will find Grouping field Nr.1 Select the category Field from the list. 



This would group the fields with the Category. But Now you would see both category as well as Link. Now you can go to the Category field settings and select exclude from Display so that only the links would be shown.