Hi lurkalot: GREAT idea! for a newbie like me!
At least I was right with my supposing
It's really pretty easy to do.
1: TP admin Click Add Menu icon.
2: Give the menu a name. Example, Download cats.
3: On the page click the edit button for that menu.
4: At top click Add menu item.
5: Title: add a name = Category name or whatever you want.
6: Type: choose Link from the dropdown.
7: Item: add the url to one of your download cats.
steps 5 through to 8 until you have all your required categories added to the menu.
9: Finally add a menu block, and Choose your Menu from the "Use Menu" dropdown.
10: Admire your shiny new menu.