How do you create a menu of all of your post’s categories?
Start by browsing to Appearance – Menus. Select the menu where you want the link to be displayed in Select a menu to edit. Create a new Link menu item under Custom Links and use # as the URL with the link text of “Categories”. Then click the Add to Menu button.
Select which categories you want to be displayed within the drop-down list. After you add the categories to the menu, make sure to drag and drop them so that they are a child link underneath the parent menu of categories.