This is a category archives page. It's a really useful way to display WordPress posts in a specific category for your readers.
The benefit of this type of page is that you can still add content to it using the WordPress ‘Edit Page' pane, and any blog posts you write in this category will be automatically added to the page.
Because this is technically just a WordPress Page, there's no reason why you can't add it to any position in your Thesis menu that suits you. In fact, it can also be added as a dropdown menu item, making this type of page a LOT more flexible than a default Thesis category link.