Hi @yvanoid, this is simple ! 🙂

Please check this link to know how you can do this from Customizer .

http://themepalace.com/theme-instructions/photo-perfect-pro/#HeaderOptions

Hope this makes you all clear !

Thanks

@sohughes1, yes this is possible.

There is an option to set the menu sticky in Customize -> Theme Options -> Header Options.

Make sure you have added the categories as the menu items as your primary menu from Menus section.

Hope this will give you some idea setting up your menu.

Note : @sohughes1, if you have any other queries please open a new ticket instead of discussing new queries inside different context.