Are you referring to the widget or metabox shown to the right of the editor when you’re creating/editing posts/pages?
If that is indeed what you’re referring to, the applicable code that runs for that metabox can be found here.
http://core.trac.ww.wp.xz.cn/browser/tags/3.5.1/wp-admin/includes/meta-boxes.php#L368
It’s setup as a metabox callback on hierarchal taxonomies, using add_meta_box.
http://codex.ww.wp.xz.cn/Function_Reference/add_meta_box
Unfortunately i don’t think there’s any specific guide for that code, but there’s certainly plenty of guides for adding metaboxes out there, but i’d venture to guess you’re not looking to make a metabox and have a greater interest in the tabbed category list(ie. specifically the code that generates those lists).
Yes exactly. Yeah I got the metabox down, I just need help with the categories. Thanks for the link, lets see what happens 🙂