You need to register a custom taxonomy for you custom post type.
For example:
add_action('init', 'register_book_taxonomy');
function register_book_taxonomy() {
$labels = array(
'name' => 'Book Categories',
'singular_name' => 'Book Category',
'search_items' => 'Search Book Categories',
'all_items' => 'All Book Categories',
'parent_item' => 'Parent Book Category',
'parent_item_colon' => 'Parent Book Category:',
'edit_item' => 'Edit Book Category',
'update_item' => 'Update Book Category',
'add_new_item' => 'Add New Book Category',
'new_item_name' => 'New Book Category Name',
'menu_name' => 'Book Categories',
);
$args = array(
'hierarchical' => true, // Works like categories
'labels' => $labels,
'show_ui' => true,
'show_admin_column' => true,
'query_var' => true,
'rewrite' => array('slug' => 'book-category'), // URL slug for the taxonomy
);
register_taxonomy('book_category', array('ptbook'), $args);
}
Then you can create categories, and assign posts (custom posts) to it.