This support article covers why category and subcategory page templates do not display in the page template dropdown.
Step 1:
Category and Subcategory Page Templates will display in the Categories area of the Catalog in the back office.
Step 2:
Once you have created a Category and Subcategories there, those pages will then appear in the Content area. Therefore, Categories and Subcategory pages are created as you create your Category records; whether those be Category or Subcategory records.