Hello Christian,
The module should already be installed automatically when you install EasyBlog. If it isn't appearing, try to go to your Module manager and click on the New button. Then, locate EasyBlog categories.
If you are unable to find it, please provide us with the back end access to the site and we'll perform a reinstall of EasyBlog for you to ensure that the modules are in place (Because some site owners untick modules during the installation, which causes the module to not be installed on the site)