When adding/editing an Action, you can easily create a new category.
- Open the Add Action window (Cosmos > MENU > Add Action).
- Click on the plus next to the Category buttons
- This brings up a window for you to enter a new category name.
You can also specify if you want it to live under an existing category or not.
- When done, click the “Add” button and save your Action.
(Note that the category won’t actually be created before you are saving your Action into it).