I found that in order to accomplish the foreign key from Category is to do a save changes to the context. Then I was able to query the context for the categoryId and save it to the CategoryId on the product.
context.Categories.AddOrUpdate(x => x.Name,
new Category
{
Name = "Fruit"
});
context.SaveChanges();
context.Product.AddOrUpdate(x => x.Name,
new Product
{
Name = "Cherries",
Description = "Bing Cherries",
Measure = "Quart Box",
Price = 1.11M,
CategoryId = context.Categories.FirstOrDefault(x => x.Name == "Fruit").Id
});