This depends on the ORM you're using and how intelligent it is at optimizing your queries for your backend.
Entity Framework can generate some pretty awful SQL if you don't do your linq perfectly, so I'd assume query2 is better.
The only way for you to know for sure would be to inspect the SQL being generated by the two queries.
Eyeballing it, it looks like query1 would result in both tables being pulled in their entirety and then being filtered against each other in your application, while query2 will for sure generate an INNER JOIN in the query, which will let SQL Server do what it does best - set logic.
Is that FK_IdCategory field a member of an actual foreign key index on that table? If not, make it so (and include the name column as an included column in the index) and your query will be very highly performant.