cannot find the place to enter categories

I cannot figure out how to add categories for the classifieds. I am at under the part that says "Using Classifieds" and it is unclear as to just were the categories link is at for classifieds.

Also, I am a bit confused. My thinking is that registered users would be able to place ads, but the documentation on that link above keeps referring to "you" as if it is me.

Also, when I go to .com/classifieds, I see a message that says "no classifieds found" but I do not see any way for a user to add a classified.