Kant's categorical imperative is called this because it is something that, he says, applies to all human beings (or at least all rational beings) at all times.
There are other kinds of imperatives, such as hypothetical imperatives, that do not apply in all cases. Those imperatives are typically stated in terms of "If I want X, I must do Y." By contrast, the categorical imperative applies to us no matter what sort of ends or desires we have in mind.
One definition of "categorical" is "being without qualification or exception." This is the sense of "categorical that is used here." The categorical imperative is an absolute imperative that applies to all rational beings at all times. This is why it is called "categorical."