You want to extend the namespace aliases array:
$wgNamespaceAliases['Catégori'] = NS_CATEGORY;
$wgNamespaceAliases['Категория'] = NS_CATEGORY;
However, this is only needed when you want to make additional aliases for a few namespaces. By default, the namespace names are localized already, so that (next to the canonical English names) the namespaces are named according to your $wgLanguageCode
setting. As @leo mentioned, this might need a cache clearing to become effective.