I have been looking all over and keep finding the same advice to
create a distribution list by categories:

Either group by category and select the category, then Actions, New
message
to... or create a view that only has the category showing and use
Actions,
new message to.

Problem is when I select the category and then go to the actions..

New Message to.. does not exist

I also looked under Create... and I've gotten advice that New
distribution list would be there, but it is not.

How do I create a distribution list from categories?