The actual SQL part of this would work via a UNION ALL operator between each line to be inserted in the one statement like so:
INSERT INTO myTable(category, activity)
SELECT 'Beautician', 'barber'
UNION ALL
SELECT 'Beautician', 'hair dresser'
UNION ALL
SELECT 'Beautician', 'manicure'
You would just need to build this statement in your C# code and then call it once against the database. This particular statement would insert three rows into the myTable table.