No, not really. Both Sick/CouchP are mainly designed to find the NZB and download it to a folder. Normally that'd be in your sabnzbd watch directory so it loads and will download. Now if you make folders in your watch directory with the same name as your categories, it'll load as this category. Now in Sab you can change the download destination of each category, so you can feed that back to a folder for sickbard to watch, if you cant my drift. Sickbeard can be a bit more direct and directly load your tv episodes into sab, and add new shows with the high priority and the back fill with a normal (love this feature) then you can set up the script in sabnzb to auto-poll sickbeard to import the show. So whilst categories aren't necessary, they make life easier.