If you want to gain the ability to sort emails (by category) directly from the message list of Outlook.com, then you have come to the right place. This procedure explains how to add a Category column to the message list of Outlook.com.
Sign-in to your Outlook.com account and then click on Settings > Options:
Go to Customizing Outlook.com > Manage Categories:
Tick the Show the category column in the message list checkbox: