Shipping categories are only used when there is a need to separate products into different shipping options. This can be to only permit certain items to be shipped by a specific method or carrier, or to charge a different shipping cost for these items. If you do not have this requirement, you can simply use the default category.
To create a new shipping category:
You will now be able to map these categories to services when adding a shipping method.
If you would like to have more than one service available under one method, you can either create several methods and map them individually or you can create several categories and map them under one shipping method. This latter option is required to offer a shipping total at checkout when different shipping services are required for one order.