This document helps, how to add single website to existing category or new category
Example:
Here I am going to add www.safesquid.com to an existing category -whitelist as well as adding it to the new category internalwebsites
Prerequisites
Adding website to existing category
Click on Configure ---> Custom Settings --> Categorize Web-Sites
then you will see below page
Adding the website to new category
Testing
Search for that website and check whether it is added to the all categories or not