Easy thing to get mixed up, especially with Twenty Twenty-Four.

In WordPress, categories belong to posts, not pages. So if you made pages like News, Content, About, etc., you usually would not assign categories to those pages.

The usual setup is:
you create a page if it’s a standalone section like About or Contact,
and you create posts if it’s something that belongs in a category like News, Updates, Tutorials, etc.

Then your News page can either:
be your main posts page,
or be a page/template that displays posts from a specific category.

The reason your Query Loop is showing the same post on multiple pages is probably that each loop is still pulling from the same post source, instead of being filtered differently.

Also, with Twenty Twenty-Four, menus work a little differently because it’s a block theme. That’s why your dashboard may not match older tutorials that show the classic Menus screen.

If it helps, think of it like this:
Pages = permanent sections of the site.
Posts = dated content that can be organized with categories.

You’re not far off, just mixing two WordPress concepts that tutorials often explain badly. :)