The code [[Category:X]] will not create a visible link at the place where it is in the text, but it will place the page into the category X instead.
For every page Category:X, we have also the page List of X or List of X pages, containing only the line #redirect[[Category:X]]
When you want to link to Category:X, link to the corresponding List of X or List of X pages instead.
To make a page appear in the category listing in an alphabetical order given by another string Y rather than its name X, use the code [[Category:X|Y]]. This is the scheme used in Category:Howtos, see Help:Howtos.