The internal link structure of a web site can greatly help search engines understand the more important and less important areas of a web site. In general, it is best to have your main categories be the main keywords that are being targeted. Every other section or category should funnel its way down in importance.
If all the pages of a web site are linking back to the homepage for instance, the homepage will be viewed as a much more important page and this page alone will hold more weight than any other page of the web site.