Thank you. That is 100% correct. And, what I was not finding was the way to connect a category to the extra fields. I kept thinking I would go an extra field and then connect it to categories. But, that is in fact not how it works. Instead you have to connect a category to an "Extra Fields Group" in the Edit Category screen. And, that Extra Categories Group is in turn connected to Extra Fields.
So, while it was not intuitive it did make sense and works well. They key is that this is NOT referring to the Article Category which is what I kept thinking the message was referring to.