WordPress and WordPress MU require downloading the software and installing it on your own web hosting. WordPress.com is the hosted version of WordPress and does not require downloading of software. Everything is on their site. Just sign up and you're assigned yourusername.wordpress.com
The following is a list of documentation on the WordPress Codex that may help answer your questions about posting, creating categories and Pages, and managing your WordPress blog on WordPress MU.
For answers to specific questions about using WordPress.com, visit the WordPress.com FAQ and the WordPress.com Support Forums.