It depends...
If you use the WordPres custom menu, you could put a category under a page so the page would be the parent.
or, lets say you have the categories 'animals' and 'frogs' and 'frogs' is a sub-category of 'animals'. You decide to make a custom menu - you could add 'frogs' as a menu item, then add 'animals' as a sub page, making 'frogs' the parent menu item. So now you would have a sub-category the parent menu item.
Custom menus can get messy - you could even have a page a sub menu item for a category.
If you change teh custom menu add 'frogs' again and make it a sub-page of 'animals', you have created a version of that old song "I'm my own grampa"