You need to do two things if I understand you correctly.
You need to set up Pathauto patterns for your content, and you need to set up a few views.
Pathauto:
You can get really complicated with this, but as you are just starting do it the easy way.
Go to: admin/config/search/path/patterns
This will show you the pathauto pattens page. In the section content paths, for each of your content types add something like the following:
CONTENT_TYPE_OR_CATEGORY/[node:title]
So, for sports content or category type you will add:
sports/[node:title]
This means that when you create a new sports node it will get a URL alias that is a combination of the category and the title of the node.
Make sure to go to the Pathauto tab: Delete aliases, and delete all content aliases. Then go to Bulk Generate tab and generate content aliases before you continue.
Views:
When you navigate to 'sports/ronaldos-regimen' it will take you to that article, but what if you just type in 'sports' as the URL. You probably want to have a list of articles of type sports.
For each of your content types you create a view. (if you have a lot of different content types this will not work and you will have to use contextual filters, but for now lets assume you only have 5 or 6 different content types).
For sports you set:
- the view's Title to 'Sports'
- the path to 'sports'
- the Menu to 'Sports', and set the menu it must appear in to main
menu.
- add a Filter Criteria of Content:type, and set it to sports type
Do the same for all the views (you can make sure your sports view is to your liking then clone the view for the other categories and make changes)