Are you using the web-client or performing the operations in code using an API?
If you are using the web-client, then go into the Details screen for a document, and expand the Category panel. Then click Allow Categorization and finally click the edit properties icon in the top-right of the panel.
If you are using the API, then you need to apply the "cm:generalclassifiable" aspect and add category NodeRef's to the multi-value "cm:categories" property (search for this in contentModel.xml)
Thanks,
Kevin