Hi MagnetMan,
They're automatically created as
www.yourdomain.com/product_index.asp and
www.yourdomain.com/category_index.asp. You can go to Settings>Design>Site Content and create a new page that is a link to the product and category indexes and put that somewhere on your site.
Alternately, you can insert the links in your footer or navbars. I placed links in my footer so they're out of the way but still accessible to human and search engine visitors.