There seems to be a little mixup.
shop categories denote in which category the shop falls.
Next to that you have shop sections in which you can sub classify your models for easier browsing for potential customers.
You can create these shop sections by going to the shop edit page and adding them, the place to do that is right above shop categories.
You can then add models to these sections by going to their model details page and using the "Shop Sections:" element to add it to the sections you've created.
I will certainly admit that the difference between shop sections and shop categories can be confusing, This is something we should communicate better, a big point on our to-do list for sure.