You can create multiple categories in Web Links and create a module for each of them and assign it to a position.

The result, however, is that you only see one category in the frontend instead of several.

The current solution is to create a menu for the web links. Then you see multiple categories.

Or, as a separate HTML module, to specify the position.
(In the editor button: To click on the menu and link it to the (previously created) web link menu).