Just to add the information I was looking for: pragma mark is Xcode specific, so if you deal with a C++ project that you open in different IDEs, it does not have any effect there. In Qt Creator, for example, it does not add categories for methods, nor generate any warnings/errors.
#pragma is a preprocessor directive which comes from C programming language. Its purpose is to specify implementation-dependent information to the compiler - that is, each compiler might choose to interpret this directive as it wants. That said, it is rather considered an extension which does not change/influence the code itself. So compilers might as well ignore it.
Xcode is an IDE which takes advantage of #pragma and uses it in its own specific way. The point is, #pragma is not Xcode and even Objective-C specific.