Hit ALT + C or select Category in the “Home” Tab. Then click on the editing icon which shows up when highlighting the category. 

Once it’s selected, a new box will pop-up and then you can add a short key to your categories. Follow the screenshot below.

Now hit “Save” and then “Save” again. Try to click on any email in the object list, and use the combination you selected.

Note: If you are unable to see the category in the column section, right click on any column and click on “Column chooser”. Find Category and drag it to the column field.