I'm not sure I understand your question fully.
To group tasks by category would mean to create a view that groups the tasks by category. But, the add-in already installs views that group your tasks by context (@work) or by project, and outlook already has a view by category, so you must mean something else.
If you want to create new contexts, like @work-LA and @work-NY then use Tools/Options/Getting Things Done/Manage Actions/Add, or you can click on the dropdown box labelled Action and scroll to the end for the <add new action> choice.
If you want to add other categories to a task, so that you have it assigned to both @work and 'LA' then you can click on the categories button in the lower right corner of a task and assign it to an existing category or add a new category to the master list. However, I'm not sure how well 1making additional category assignments works with the add-in. I know that if you sync with a native palm, you can only have one category per task, and the add-in's category is the more important one to preserve.
If none of this helps, please expand on your problem description.
Ken