Writing entries in PyBlosxom is fairly straightforward. Each entry is a single text file located somewhere in the directory tree of your datadir. The directory that the entry is in is the category the entry is "filed under". For example, if my datadir was /home/joe/myblog/entries and I stored an entry named firstpost.txt in /home/joe/myblog/entries/status then the category for my entry would be /status.
Be careful when you create your categories--be sure to use characters that are appropriate in directory names in the file system.
Don't worry about making sure you have all the categories you need up front--you can add them as you need them.