well, you must understand what “category” is and what a “post” is …
you can imagine WP as a collection of posts .
those “POSTS” are put inside “CATEGORIES” like books in a library ..
The Categories are only for classification reasons. By themselves they are nothing.
now , the “categories” page in wordpress, is like the library “index” card. it display the “categories” , not the posts themselves .. it will (usually – theme dependent) will only give you some sort of LIST of all the posts that are assigned to this category. it will not show the post itself.
coming back to the library example, it is like searching for “kid´s books” – the search result will give you an INDEX of all the books, but not the BOOKS themselves .
The category page SHOULD not show the post itself (although it could) because it is just and “index” of the posts by categories ….
I think the best way for you to learn this is just to experiment with WP , and it will be easier to understand ..