Although I like Mr Anderson's solution of having an extension method, if you just wanted it done quick and dirty:
if (new[] { "UCK", "SAN", "AVB", "AVM", "SDS", "DWW", "WQP", "LHG" }.Any(s => myString.Contains(s)))
{
mySecondString = "CATEGORY A";
}
else if (new[] { "UCT", "SAM", "AHJB", "AVR" }.Any(s => myString.Contains(s)))
{
mySecondString = "CATEGORY B";
}
else if (new[] { "UKC", "SHZ", "EEB" }.Any(s => myString.Contains(s)))
{
mySecondString = "CATEGORY C";
}
else
{
mySecondString = "CATEGORY D";
}