Go to Modules > Price lists > Customer/product category price list.
Select the customer you want from the list on the left of the pop-up window then select 'Add categories to list'.
Select the categories you want to add. You can also set the specific markup/discount for all products in that category like below.
Once you've filled in all the details you need, click OK.
You've now created your price list for the customer on all products in your chosen category and your screen should look something like this: