Is there Photo Categories?

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Technically you can’t put images in category, because they are not posts by themselves.

  1. You can create Custom Post Type for your images, etc, etc (might be overkill in your case).
  2. Personally I like to use Links for such stuff. It is ready-made, easy to add images to (just URL), supports own categories and can be flexibly displayed, with wp_list_bookmarks() or widget.

I did a post on such usage of links while back – Make use of Links in WordPress.