Go to Incidents - click on the Incident Types tab - and then click the Properties tab to be able to select the specific property you want to add it to
Then click on "Add Incident Type" in the top right
Then select the Incident Category you want, and then the name you want it to be and then click on "Add Incident Type"
If you are adding multiple Incident Types, after you have added one and it takes you back to the grid view, please make sure that you go back to the properties tab and select the next property you want to add the incident type to.