If doumentation does not cover your questions or have more to ask / share with other product users or get reply from Official Support then feel free to ask / share on CodeShop Amazon Affiliate plugin Forum.
CodeShop menu CodeShop -> Categories page interface is same as like you do use to create categories on Wordpress regular Posts categories page, you can create your CodeShop products categories, sub-categories to add your posts with added products into different categories. Like post with all 'shoes' products can put into 'Shoes' category, post with all 'shirts' products can put into 'Shirts' category to make easier to find products for users. Its your freedom how you want to categorize your added posts with different amazon products. CodeShop categories page with few sample categories, sub-categories shown in image -