What is the best to use a Category or a Page in Menu Bar of wordpress site ?

I think page is the best option because in every page you will create different categories according to your needs.

With zero information on what you're actually blogging about, we can only guess. However, the general purpose of pages (as opposed to posts, which are published over time) is to retain information that you don't want to be buried under a mountain of posts. This is things like your contact page.