Here's a little explanation on how to set it up:
http://dalelandsbeyond.wikia.com/wiki/Help:Category
Basically, if I have a page for Ella's bio, at the end of it I choose "Add Category", insert the main page for PCs bios, and click save. The main page will update with the A-Z list, as seen here:
http://dalelandsbeyond.wikia.com/wiki/Category:PCs_and_Biographies
categories
A category is a group of pages with similar topics. You can add a category link to any page, and they will automatically be listed on a category page with other similarly linked pages. Categories are useful in giving structure to a wiki's pages and helping readers move around the wiki.
Step-by-StepEdit
Adding a categoryEdit
A page appears in a category when a Category link is added to that individual page. You cannot add pages to a category from the category's listing page.
From the page: At the end of the article, you can add a category without going into edit mode. Just click "Add category" and type in a category and press enter. After you have entered one category, you can type another, or save your additions.