If the developers tool kit finds the file, it's there, but it doesn't mean you have to change that particular file.
For what you want to do, edit includes/languages/YOUR_TEMPLATE/english.php (where YOUR_TEMPLATE is the name of your custom template) around line 83 and change what I've highlighted in red.
Code:
// categories box text in sideboxes/categories.php
define('BOX_HEADING_CATEGORIES', 'Categories');