The Simple Featured Entries Module does not have the capability to display the names of the Categories to which the SOBI2 Entries belong. However, since you only have one Category you could use the Module
Advanced Parameters and enter the Category Name into the Custom Code Pre-Text.
Pre-Text
The content entered here (Text, HTML, JavaScript) is output before the 'normal' module content and is enclosed by the HTML division <div class="PreText"></div>
Note: The contents of this parameter can be plain text, HTML or JavaScript.
Regards - Mark