The category index page is a special page to showcase your post categories. This page uses the Category Index Widget in the Appearance > Widgets area.
You will first need to add a new page.
Name it Category Index or whatever you would like.
Select the Category Index Page template.
Leave this page blank and publish.
Now you will navigate to Appearance > Widgets.
In our demo site we have the following widgets in the Category Index Widget area:
to feature each of your categories, you will drag a new Genesis – Featured Posts widget into the Category Index widget area and select a new category. Each featured post widget should be configured like this: