Create a Category class which has a url property

pelican/themes/simple/templates/categories.html

@@ -2,7 +2,7 @@
 {% block content %}
 <ul>
 {% for category, articles in categories %}
-    <li>{{ category }}</li>
+    <li><a href="{{ SITEURL }}/{{ category.url }}">{{ category }}</a></li>
 {% endfor %}
 </ul>
 {% endblock %}