Use Graph > Graph Builder. Put your continuous variable on Y and your categorical variable on X. Hold the shift key and click the Bar element icon above the canvas. Change the Bar Style property on the left to Float. Change the bar Summary Statistic to Median.
LIke this:
The lesson is that you should think of the Bar element as something to represent length, interval, or position (other than a data marker). Then use the bar properties to obtain the graphic you want.