Hey I am thinking of doing this study with the design category, and I want to start building up a portfolio. But what can I show that would satisfy saxion?

Honestly anything works. CMGT assumes you have zero experience in the field when you start the study. But, if you want to be a designer, it would be great to show that you've dabbled in immersive storytelling, narrative design, UI/UX design (def a plus), game mechanic design, level design, and prototyping. Practising these will also give yourself a better picture of what to expect from the study, and if it's really your thing.