Categorical Create From Return Message

[joshmarshall1]

In PR #1269 it was requested to include Categorical in the Generic Attach function outlined in #1086 however Categorical does not have an ability at this time to be built from a return message like Strings and pdarray.

This feature should be added, then when PR #1269 is merged, the generic attach method and corresponding unit test should be updated to include Categorical.

[Ethan-DeBandi99]

@pierce314159, @joshmarshall1 - based on my conversation with Josh, we should all sync on this early next week and develop a path forward.