Categories help you control how your emails are bundled or send you push notifications. If you see an email or sender bundled in the wrong category, you can correct this in Gmail.
To add or remove something from a category in Shortwave, you currently have to do so in Gmail. We're working on adding this capability directly in Shortwave.
Navigate to the relevant category page in Gmail by opening More > Categories in the sidebar or clicking one of the following links: Promotions / Updates / Social / Forums
Select the incorrectly categorized thread(s)
Select "Not [Category]" at the top of the page
Future messages from those senders will not be marked as that category in Shortwave or Gmail.