Adding a categories section to the sidebar

[mycitydiscounts]

Hi,
I've recentyl bought a cutline them for by new WP blog - www.mycitydiscounts.co.uk
I want to add a "Categories" section to each page to the sidebar and I'm not sure how to do this and wondered if anyone could help me and advise me how to do this please?
I've got a "LINKS" section but want to create a "Categories" section and then add to it.

I'd really appreciate some help.

Thanks

[sofimi]

Go to the Widgets page in your WP admin and add Categories to it.