Thank you for reaching out here on Quicken community. I apologize that you are having this issue.
To include category groups on any report you must first make sure that you have created a Category group set.
You can create a category group set by selecting Tools >Category list >Options (bottom left)
Once you have your category group entered, create a report and select customize (top right) and select the category group tab.
Hope this helps, let us know how it goes!