When you edit your categories you will see a new section called Category Access. You can select the membership level(s) you want to give access to the category you’re editing. If you want everyone to access it, leave all of them unchecked.

category-protection

When you use category protection, it will work just like Extended Content Protection. None of the posts under the category you protect nor the category’s itself will be accessible. Users who has no access will see 404 error messages like the posts and the category never existed.
You can set a redirection link for the users who has no access for the category links at Magic Members –> Misc. Settings –> General –> Redirect if category access denied: