At the Links plugin home, find the menu section and click on "Configuration". Under the Link Settings section you can choose a list of categories to use for your links, each category must be listed one per line. Choose how many links to show per page, max image width for any images/banners you want to add per link, choose if you want a search box to allow your users to have the capibility to search for links, choose if you want a category selection box so your users can choose a category of links to list.
