To make a multi-dimensional array, you just make an array, who's elements are references to anonymous arrays.

$anon_array_ref = ['one', 'two', 'three'];
@md_array = (
  ['one',  'two',    'three'],
  ['four', 'five',   'six'  ],
  # ...etc...
);
print "Yep.\n" if($md_array[0][1] eq 'two');


my @data;
for my $file (map "$_.dat", @cat) {
  open(my $fh, "< $file") or die "can't open $file: $!\n";
  push @data, [<$fh>];
  close $fh or die "can't close $file: $!\n";
}

print $data[0][0];
[download]

You might be better off using a hash, keyed by the categories, for the "outter" "array". Same principle applies: make each value a reference to an anonymous array.

Update: Fixed bug, and make code more idiomatic. Use dragonchild's hash.

bbfu
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Nor do the wind, the sun, and the rain.
We can be like they are.