WordPress Categories
You can use the WordPress Post Category block to display a list of categories. When the app user clicks a category, it will display all posts in that category.
Create a new Page Builder page, click Add Block, and choose the WordPress Post Category List block.
By default, it will display post categories.
Custom Post Types and Taxonomies
You may have a custom taxonomy from a custom post type you'd like to use. For example, book genres like fiction and non-fiction. That would be a "genre" taxonomy from a post type of "book."
To use a custom taxonomy, choose your post type and taxonomy.
If your taxonomy or post type does not show up, it might mean that you need to register them to show in the WP-API. Click here for more information. You can also read more about adding custom taxonomies and post types to the WP-API on wordpress.org here.