How to add a category in the FAQ_ask module
In order to use categories with the FAQ module you need to have the taxonomy module enabled.

Once you have the taxonomy module enabled you will need to create at least one vocabulary and associate it with the "FAQ" content type.

Once you've completed the above step you can visit the FAQ categories configuration page (admin/settings/faq/categories) and set up how you would like the categories to be display and there expected behavior on the faq page.

Hope this helps.