I’m not entirely sure, but here’s what I think you should be doing:
1. Create the “News” category.
2. Add posts to this “News” category.
3. Now you should be able to see these posts by going to yourwebsite.com/category/news
4. You can add the category to the menu by going to “Appearance > Menus”. On the left, you’ll see a “Categories” module. Select your “News” category, and add it to the menu.
Let me know if this helps or not 🙂