It's true you do have to have the category available in the catalog ("live") to be able to add products to it. I have two ideas to accomplish what you're doing. Either build everything but leave them out of the category (so you don't have to make the category live before you're ready) and then go add them later make the category live and add them all at once when you're ready.
Or you could make the category available ("live") and put in a temporary image that says "coming soon," add all the products, but don't make the products live until you're ready. The upside of this option is that you can use the Product Updater to make all the products available at once.
Here's a video to make it a but more clear:
