Navigate to your categories section, there you can view all categories, click the three dots for the category you want to manage. There you will be able to delete or edit your category, editing your category will allow you to change the name, and the square category the category belongs to. To change the icon, click choose icon which will direct you to the icon page where you can make changes. To get a full view of the icon click on the icon image to view in full screen, once done click save changes.
You can also create a menu from menus, by using the checkbox on the leftmost side of each category item. From there a prompt will appear at the bottom of the admin, allowing to create with the select categories to be present in the new menu.