This is the URL you have used for "Food".
This is the category format for an RSS Feed for Categories
Setting that aside, you do not create static pages to display Categories in a custom menu. please review these instructions and work through them to correct your issue. All you have to do to display Categories in a custom menu is select them on the custom menu page and add them and then and drag and drop them into place.
What’s critical is:
(1) a clear comprehension of the differences between pages and posts > http://en.support.wordpress.com/post-vs-page/
(2) a clear comprehension of the fact that here is only one dynamic page in a blog for posts and we cannot post to more than that one page. But we can create the appearance that we have posted to more than one page.
We organize our posts by assigning Categories to them. When we publish a post it automatically appears on the running page for posts and also on the Categories pages and Archives pages. Note: There must be one published post in each Category in order for there to be anything to display.
A custom menu allows you to display Categories in tabs along the horizontal navigation where normally only Pages tabs are displayed. If you wish you can also include Pages and custom links in your custom menu as well.
These are the how-to instructions:
How to create Pages > http://en.support.wordpress.com/pages/
How to create a custom menu. http://en.support.wordpress.com/menus/
1.You add the Categories you want to display and arrange them in the order you want.
2. Then you add and drop and drag the sub-categories below the appropriate Categories.
3. You add the Pages you want to display and arrange them in the order you want.
4. Then you add and drop and drag the sub-pages (child pages) below the appropriate parent Pages.
5. You add the custom links you want to display and arrange them in the order you want.
6. When you have everything arranged in the menu that you want you save the menu.
7. Go to the “theme location” module at upper left on the menu page. Select your custom menu name from the pull-down labeled “primary location.” Click the save button in that module.
8. Refresh your browser so that it isn’t possibly pulling a cached page, and view your new custom menu with Parent pages and dropdowns to sub-pages, and Categories with dropdowns to subcategories, and Custom Links.