UFUNCTION Category CategoryName usage

How do I use CategoryName to specify a UFUNCTION “Category”, is there a specific file where I define the CategoryNames ?

The documentation has

* Usage: Category=CategoryName or Category="MajorCategory|SubCategory"

The categories are just parsed at build time. You can use any name you want, there is no table or list you need to edit.

UFUNCTION(BlueprintPure, Category="MyCustomCategory|MyCustomSubCategory") // The quotes are optional. 
void MyMethod();