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In my QGIS 2.12.3 I want to create shape files of different lakes. I know how to do it one by one and this way, each lake gets a different color. But it should also be possible to create one (Over)-layer with all the lakes and their names below it so that I just have to click and all the lakes appear to disappear at once.

How can I create one shape file with categories?

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Just Add Features in your lake shapefile, you should be able to add as many Lakes as you want in the shapefile, add the attributes of the lakes as required (either on first creating the shapefile or later on by editing the attribute table)

You can assign names to the lakes or categorize them anyway you want by adding an column in the attribute table (By right clicking you shapefile, going to properties then Field and add new column) Assign the lakes different colors just categorize them using that column.

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If you have many shps, you may merge them together. If their table schema is the same you may symbolize the merged shp by categories, see steps below.

  1. Right click on layer name in the Layers panel and select Properties
  2. Select the Style tab, Categorized drop down, and select the field that has the lake name names defined in the Column drop down
  3. Then click the Classify button and change the various name symbol, size, and color as needed
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If you already created individual shapefiles, you could use the Merge Shapefiles to One... tool from the toolbar (Vector > Data Management Tools > Merge Shapefiles to One...) to merge all your shapefiles. If each shapefile contains a Name field, the final merged shapefile will also contain a Name field with all lakes and their associated name.

You can also show names by enabling Labels through the Layers Properties.

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Perfect, it worked!! Thanks to everyone! – Freya Feb 9 at 13:40
@Freya - Awesome, glad you solved your problem =) – Joseph Feb 9 at 13:43

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