No they should not be empty. There should be data which ties the two together.
In Jokes (format is JokeID, Joke, Punchline)
1, Why Did the Chicken Cross the Road, To Get to the Other Side
2, What is a cows favorite subject in school?, Moo-sic!
3, Where do sheep get their coats cut? At the baa-bershop!
In Category (format is CategoryID, Category
1, Classic Jokes
2, Classic Puns
In your JokeCategory Table, you'd have something like (format CategoryID, JokeID)
I think you missed a step somewhere when you created your table - you forgot to populate them.