Messages may be allocated to one or more categories, to make them easier to find.
Categories may be created, amended and deleted from Configuration 
Edit Categories.
Categories are global - ie if one MailCOPA User creates a Category, then this will be available to all other users. If a User deletes a category, this will no longer be available to other users too.
Messages can be allocated to Categories from Message Flag Messages Categories
A Categories column can be added to the Messages List from the Folder Properties
Messages can be found according to the Category (or Categories) to which they have been allocated either by ordering the Messages List by Category (which will enable quick access to the first Category allocated to each message) or by using a Custom Filter.