In Outlook 2011 any new categories created within the Outlook 2011 application will only be stored on the computer and will not be available via the WebApp or to those who have access to your inbox or calendar. To resolve this you will need to follow these instructions below.
The categories will need to initially be created via the Outlook WebApp. The instructions below detail the process.
Assign the new category to the email used in Step 2, or any other email message you wish to use by right clicking in the category field and selecting your newly created category:
The steps below walk you through opening and modifying the categories in Outlook 2011 because initially the categories will be imported with a Grey color.