When you create or edit a blog post, there's a panel on top of your tool bar where you can enter additional information for your post. Click to open it.
If you want readers to find this blog post when searching for a given category, simply click into the "Categories" input field. A drop down menu listing existing categories will appear. Start to type and that drop down list will be constrained to entries containing what you just typed. Select a category with the arrow keys or your mouse and press enter or click it, respectively. You can add multiple categories to a single blog post if you so desire.
You can edit your post and click the little crosses at the end of categories any time to unassign those categories. The news will then not be classified as belonging to that category upon saving.
Please note: At this point, categories are not shown on the blog post itself. Instead, they are only shown in news overviews that come with the macros of the Enterprise News Bundle. Also, standard Confluence macros or macros of other plugins that show blog posts will not display or interact with our categories.