Category Entity: Assign multiple categories to an entity record

https://msdn.microsoft.com/en-us/library/mt728945.aspx

This article about the Category entity says it's possible to "associate entity records to one or more categories". How?

For instance, I'd like to assign multiple categories to an account, but Category isn't eligible for creating N:N relationships and I can't find another way to accomplish this.

Thanks for any info!