How to parent pages to categories?

Hey there today i noticed something interesting. I was searching about parenting pages and all and found a website that is using similar technique so not to brag here is the website and what i want to know which i think may found others useful too.

1. I want to know, when you are on the whatever category (if the below link is category) what are the texts below, are they pages or posts (i’ve searched a little and i think they are postst)

https://imustdateher.com/category/girls-and-women

2. Now when choosing to go, let’s say on the first post/page the “category” word disappears and the link continues with the name of the category (if it is a category) + the name of the post/page stays.

https://imustdateher.com/girls-and-women/where-to-meet-women-so-you-wont-be-forever-alone

Now i want to know how he/she do this.

Thanks upfront
Cheers to all good people

[No bumping, thank you.]