The installer currently doesn't let you set the category collation for your wiki ($wgCategoryCollation). Under the "Advanced configuration" section of the installer, it should have a new option called "Category collation" which let's you choose between the different collation options. It should only present the UCA options if you have the PHP intl library installed (extension_loaded( 'intl' )), and if it is installed, suggest "UCA with numeric" (uca-default-u-kn) as the default choice. Otherwise, the default choice should be Uppercase (which is the current default in DefaultSettings.php).
🔘 Uppercase (case-insensitive sort by code point)
🔘 Numeric (same as uppercase, but with numeric sorting)
🔘 UCA (Unicode Collation Algorithm)
🔘 UCA with numeric
There should also be a "help" button with more information about collation. See https://www.mediawiki.org/wiki/Manual:$wgCategoryCollation for ideas.
Do no include language-specific options in this task. That will be handled in a follow-up task (probably T47611).