Use GMT-related term 'annotations' in example 'Color points by categories'

[yvonnefroehlich]

Description of proposed changes

This PR aims to use the GMT-related term annotations in the gallery example Color points by categories. When making the changes in PR #1933 I used labels. This is not precise and inconsistent to the description for the colorbar added in PR #1267. I also renamed the corresponding variable. If there are any preferences or convention regarding variable names, I am happy to adjust or improve this.

Reminders

• Run make format and make check to make sure the code follows the style guide.
• Add tests for new features or tests that would have caught the bug that you're fixing.
• Add new public functions/methods/classes to doc/api/index.rst.
• Write detailed docstrings for all functions/methods.
• If wrapping a new module, open a 'Wrap new GMT module' issue and submit reasonably-sized PRs.
• If adding new functionality, add an example to docstrings or tutorials.

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