This isn't a 'category' per se, but just use a text widget with a title of "Follow Me" and add your twitter code in the text widget box.

Just go into your widgets under the Appearance tab. Drag a text widget over into your sidebar. You can easily create an HTML table for your different icons and links. For example:

<table><tr><td><img src="http://www.whatever.com/twittericon.jpg"/></td><td><a href="http://twitter.com/yourtwitterlink/">Follow Me</a></td></tr><tr><td><img src="http://www.whatever.com/twittericon.jpg"/></td><td><a href="http://twitter.com/yourtwitterlink/">Follow Me</a></td></tr></table>

Just replace the img src links to use your own icon images, replace the a href with your links to your social networking, and replace the anchor text for the links. The code above creates two table rows.

There are also plugins for WordPress that do this.