This is a way to manage large groups of columns.
You will most likely create your categories using at design time through Column Category Config, but you can also use the Column Category screen too create and edit them at run time too.
A Column Category is simply a name you give to a group of columns that you specify. The name of this category is stored with your user state.
Column Categories are most used within Column Chooser as a way to easily manage large groups of columns.
But you can also use them in Conditional Styles to style just the columns in that Category.