A category link appears as red until you edit it and add something to the page. Generally that something should be a category, so in this case [[Category:Great Britain]].
That being said, I'm not sure this category should be called Northern Ireland, Great Britain. Great Britain isn't a country, so this doesn't quite follow the standards used elsewhere. I'd go with either just Category:Northern Ireland or Category:Northern Ireland, United Kingdom.
Thanks for helping to create categories! :)