P.S. The same can be said of sub-categories.
1. As you are using Enterprise you may wish to bookmark the URL for the theme description and get to know what's in it.
Enterprise shows the 10 most-used categories in the second level of the menu area (sub categories being shown in the drop down menu).
The lower part of the top menu in Enterprise is supposed to display links to your post categories. "No categories" will display when you have no published posts. It can be removed by creating an empty custom menu and selecting it from the "Secondary Menu" pulldown in the Theme Locations module. http://theme.wordpress.com/themes/enterprise/
2. You are confusing static Pages and dynamic categories pages and possibly the differences between Posts and Pages as well.
The pages http://en.support.wordpress.com/pages/ we bloggers create are static and cannot automatically update. Only the dynamic categories pages created by the software will automatically update.
Though there is only one dynamic page in a blog for posts (not pages) and we cannot post to more than that one page, we can create the appearance that we have posted to more than one page. We organize posts by assigning categories to them. You can create a custom menu and add the dynamic categories pages into the custom menu.
Here’s a link to a custom menu walk-through > http://onecoolsitebloggingtips.com/2011/08/11/wordpress-com-custom-menu-walk-through/
There are many common errors, misunderstandings and misconceptions when creating custom menus and you can read about them here > http://wpbtips.wordpress.com/2011/12/19/custom-menus/