What are the three main categories in the setup menu in salesforce ?

There are three main categories in the Setup menu: Administration, Platform Tools, and Settings.

Administration: The Administration category is where you manage your users and data. You can do things like add users, change permissions, import and export data, and create email templates.

Platform Tools: You do most of your customization in Platform Tools. You can view and manage your data model, create apps, modify the user interface, and deploy new features to your users.

Settings: Settings is where you manage your company information and org security. You can do things like add business hours, change your locale, and view your org’s history.

Please refer to:

https://trailhead.salesforce.com/en/content/learn/modules/starting_force_com/starting_tour