OK, I've figured it out :-) . After creating the discussion groups, you need to go to discussions as a user, hit +, and make a post.  Then that category will appear.  I called my first one 'About' as I couldn't see a way to add an 'about' for the forum.  I am guessing that other parts of una will work similarly (empty until first post).
BTW, for others who need to find out how to create discussion categories, here's a crib from Five For A Change.
Studio -> Forms -> Data Items -> Select Module -> Discussions Categories -> Add New Item