I would actually like to use the J_category in some of my tables.

For example:
I have a table defining courses and I would like to categorise them into different categories, sub-categories and probably sub-sub-categories. Using J_category would make this rather easy, but I can't find a Cooking-solution for this.

I've been searching all over and I still can't find anything about it around here. Is there a way to make it easily happen or do I have to write some detour for this "problem"?

Sincerly I am not really found of this solution. In future I will handle it in cook, but really I think stupid the way mixing in the same table (categories) items coming from different components.

You want to nested system. I understand.
This is also a functionality on the roadmap. I don't know when.

To answer your question about joomla categories :
Have a look in your component and search for the third tables models :
- thirdusers
- thirdusergroups

They are model to control another table out of your component.
Copy one of them and use the same idea for jcategories.

Hope it helps.