If might be your wording but I can see two potential answers here.
You either want to list categories set through a category field on the entry, in that case the code Douglas has supplied will work perfectly.
The other answer I can see is you have multiple categories that are assigned to an entry, and you want to list those categories out. If so, this will help:
{# Fetch all of the categories related to this entry #}
{% set categories = craft.categories.relatedTo(entry) %}
{# Output them #}
{% for category in categories %}
<a href="{{ category.url }}">{{ category.title }}</a>
{% endfor %}
Hopefully myself and Douglas have covered both bases for you here.