WordPress provides a function that displays the category to which a post belongs: the_category(). If the post is in multiple categories, the function will list them all, linked to the respective archive page.
For some reason, maybe you want …

WordPress has standard functions that are part of it’s core for displaying data such as lists of blog categories or pages. To display categories, it has wp_list_categories function, where You can order the categories by ID, name, slug, …