This document explains how to assign categories using Apple Mail. These instructions are for Mac OS 10.9, but are likely to be similar for Mac OS 10.5-8.
To assign a category to a message:
- Select the message you would like to assign the category to.
- In the toolbar, click the Flag icon.
- Pick a colored flag to assign to the message.
- The message, while remaining in its original location, will also appear in the Flagged mailbox, where you can show or hide messages based on their flag color.