And how was this done... I can't get it done with the category module...

Not entirely sure I understand your question... but that page has been created with the book module to create the structure of the pages. Sounds like you may have been trying to use the taxonomy module instead?

Since Jaza let me take a peek at the structure, here is how he did it:

1.) Docs is a container, with some description added
2.) Features is a child container of Docs and all the stuff beneath it (category display features, category export features are just category nodes- meaning, you add a category, enter text in the body area and you are done
3.) Installation and Tutorials are similarly child containers of Docs with descriptive text in the body area and category nodes of their own as their children
4.) Category vs taxonomy and book, Multiple root categories, Using activeselect with category, Using pathauto with category, Using views with category, Using taxonomy-dependent modules, Why all of this isn't on drupal.org are all categories of the Docs container used as nodes.

Just remember to set the prev/up/next navigation for all the containers you create (Docs, Features, Installation and Tutorials) so that you can go through the entire category tree for the Docs section from beginning to end by clicking on the navigation links.

He has also styled the site to use a single-column page. That's about it.