The Categories field should contain the slug of the categories that you want displayed in that section, separated by comma. If you want posts from all categories to be listed in the section, leave this field empty.
Please note that if the section contains another element that lists posts (for example “Articles Container” element), and you define post categories in that element, they will overrun the ones from the Section panel.
E.g. On the following screenshot, section will inherit Furniture category: