First when in LB you need to have the view set the "Platform Categories". Then when in that view right click on any item in the left hand pane and choose >Add >New Category.
Now fill out the details as you want them in the Details tab then in the Parents tab make sure only "Root" is checked.
Next go to one of your Playlists and right click the name and edit it. Then in the Parents tab uncheck any locations checked there and check only the location for the new Category you made.
Launchbox hierarchy goes like this.
Category: Categories can contain any number of nested platforms and playlists. Categories can be nested under other categories and under platforms.
Platforms: Platform can have nested Categories and Playlists. Platforms can only be nested under a Category.
Playlists: Playlists can be nested under Categories and Platforms. Playlists cannot have any nested children (other Categories, Platforms, or Playlists).