In Box2D, this is called Collision Filtering.
Collision filtering allows you to prevent collision between fixtures. For example, say you make a character that rides a bicycle. You want the bicycle to collide with the terrain and the character to collide with the terrain, but you don't want the character to collide with the bicycle (because they must overlap). Box2D supports such collision filtering using categories and groups.
Take a look at the Box2D manual, and search for Collision Filtering. It will explain to you everything you need to know to get started.
http://box2d.org/manual.html
Edit
Box2D supports 16 collision categories. For each fixture you can specify which category it belongs to. You also specify what other categories this fixture can collide with. For example, you could specify in a multiplayer game that all players don't collide with each other and monsters don't collide with each other, but players and monsters should collide. This is done with masking bits. For example:
//code
playerFixtureDef.filter.categoryBits = 0x0002;
monsterFixtureDef.filter.categoryBits = 0x0004;
playerFixtureDef.filter.maskBits = 0x0004;
monsterFixtureDef.filter.maskBits = 0x0002;
Collision groups let you specify an integral group index. You can have all fixtures with the same group index always collide (positive index) or never collide (negative index). Group indices are usually used for things that are somehow related, like the parts of a bicycle. In the following example, fixture1 and fixture2 always collide, but fixture3 and fixture4 never collide.
//Code
fixture1Def.filter.groupIndex = 2;
fixture2Def.filter.groupIndex = 2;
fixture3Def.filter.groupIndex = -8;
fixture4Def.filter.groupIndex = -8;