I’m trying to limit display to a certain number of categories. I udnerstand that I need to use a tag to go this but the docs don’t say where to put it exactly and after multiple attempts I can’t figure it out. Could someone help with this simple question please?
The general query is

{exp:weblog:categories weblog=”{master_weblog_name}”  }
<a href=”{path={template_group_name}/index}”>{category_name}</a>
{/exp:weblog:categories}

I tried inserting category=“2|45|4|9” etc in various places (I though it should go after {master_weblog_name}” but no luck).

As per the docs here that is, unfortunately, not avaiable to that tag.  Rather - it is an all or nothing sort of thing.  There are feature requests in to change that behavior.  You could find one and add your support. =)

This is what happens when dumb users like me take templates written by clever people and try to make them work.
Could I do this if these sections were weblogs not categories? It’s just a sidebar in the right hand column of the Trifecta template (http://64.62.152.7/index.php for anyone who’s interested). Does it need to be a list? Seems such a simple thing to do really.

You just want a list of categories?  The best way is to use that tag, though you could build a sql query that excludes some, and use that.

I just want sets of categories: Books/Blogs/Journalism etc, with the sub categories listed beneath a text only header. SQL is beyond me. Having read the docs it seems to me the best way is simply to make each section a separate weblog then call them from that.

Half the battle of EE is working out the right architecture really, isn’t it?

Have a look at the wiki entry on category or weblog.  But for information that seems, to me, somewhat disparate - I’d probably go with weblogs. =)