The Categories[List] command lists the names of all categories that have been defined in a context menu module.  A category may be defined by being named in either a Categories[Set] command or an Entries[Add] command.

MyContextModule := ContextMenu:-New():

with(MyContextModule);

Set some categories and see that they appear in the output of List.

Categories[Set]("Language Conversions", "Category 1");

Entries[Add]("Integer Factors", "ifactors(%EXPR)", integer, category="Category 2");

Categories[List]();