I have upgraded to new version of EE

I have seen in other EE that when you click some category link
in every category at the top of the page is shown Category title,

In my blog is not… I have tried to change that
but not haveing much success.

Can anyone help..

Are you talking about the Category Heading that gets shown within the page content?  Or are you referring to the category name being used in the URL instead of the category ID?

If the latter, then you need to look at the preferences under Admin > Global Weblog Preferences.  Further, you must use the weblog= parameters on the {exp:weblog:entries}, {exp:weblog:categories}, and {exp:weblog:category_heading} EE Tags.