Categories can be created through the menu at the top.
Sub-categories can also be created by ticking off 'add as sub-category' or renaming a category as a sub-category.
To effectively organize your keywords/categories, is to have a prefix and then you can update your settings to "Sort Categories Alphabetically".
0000 - Category 1
0002 - Client 1
0003 - Client 5
Categories can be deleted through your dashboard by clicking on the trash icon to the left of the category, or using the dropdown in the menu.