To do it for your system right now, the template you want is:
/modules/jrForum/templates/item_categories.tpl
You can over-ride that by copying it to
/skin/YOUR-SKIN/jrForum_item_categories.tpl
Then locate this section:
{if is_array($_items)}
<div class="block_content">
<div class="item">
{foreach from=$_items item="cat"}
<div class="p5 mb5">
<div>
<a href="{$jamroom_url}/{$profile_url}/{$murl}/{$cat.cat_title_url}">
{if $cat.cat_new_topic_posts == '1' && $cat.cat_topic_count > 0}
<div class="forum_post_count forum_post_count_new{$pinned_class}">
{else}
<div class="forum_post_count{$pinned_class}">
{/if}
{$cat.cat_topic_count|number_format} {jrCore_lang module="jrForum" id="60" default="topics"} {if $cat.cat_update_user._user_id > 0}<span style="display:inline-block;margin-left:6px" title="{jrCore_lang module="jrForum" id="34" default="update by"} {$cat.cat_update_user.user_name}, {$cat.cat_updated|jrCore_format_time:false:"relative"}">{jrCore_module_function function="jrImage_display" module="jrUser" type="user_image" item_id=$cat.cat_update_user._user_id size="small" crop="auto" width="32" alt=$cat.cat_update_user.user_name}</span>{/if}
</div></a>
<h2><a href="{$jamroom_url}/{$profile_url}/{$murl}/{$cat.cat_title_url}">{$cat.cat_title}</a></h2>
<br><span class="normal">
{if strlen($cat.cat_desc) > 0}
» {$cat.cat_desc}
{else}
{/if}
</span>
</div>
</div>
{/foreach}
</div>
</div>
{/if}
That is the foreach loop that displays the categories.
You can add your link in at the bottom of that.
eg:
{if is_array($_items)}
<div class="block_content">
<div class="item">
{foreach from=$_items item="cat"}
<div class="p5 mb5">
<div>
<a href="{$jamroom_url}/{$profile_url}/{$murl}/{$cat.cat_title_url}">
{if $cat.cat_new_topic_posts == '1' && $cat.cat_topic_count > 0}
<div class="forum_post_count forum_post_count_new{$pinned_class}">
{else}
<div class="forum_post_count{$pinned_class}">
{/if}
{$cat.cat_topic_count|number_format} {jrCore_lang module="jrForum" id="60" default="topics"} {if $cat.cat_update_user._user_id > 0}<span style="display:inline-block;margin-left:6px" title="{jrCore_lang module="jrForum" id="34" default="update by"} {$cat.cat_update_user.user_name}, {$cat.cat_updated|jrCore_format_time:false:"relative"}">{jrCore_module_function function="jrImage_display" module="jrUser" type="user_image" item_id=$cat.cat_update_user._user_id size="small" crop="auto" width="32" alt=$cat.cat_update_user.user_name}</span>{/if}
</div></a>
<h2><a href="{$jamroom_url}/{$profile_url}/{$murl}/{$cat.cat_title_url}">{$cat.cat_title}</a></h2>
<br><span class="normal">
{if strlen($cat.cat_desc) > 0}
» {$cat.cat_desc}
{else}
{/if}
</span>
</div>
</div>
{/foreach}
<div class="p5 mb5">
<div>
<h2><a href="{$jamroom_url}/link/to/wherever/">Report a Problem</a></h2>
</div>
</div>
</div>
</div>
{/if}
Or you could adjust the same file in the template editor if you wanted to do it that way too.
ACP -> FORUM MODULE -> TEMPLATES -> item_categories.tpl