To apply categories to events go to the Module content page and click on the tab Registration types, see image below. Now click the button Items settings.
Select the event you want to add to a category and click on the 3 dots above the table.
In the new screen that opens, you have to select the category or categories the registration type belongs to.
Note: When a participant does not have a category, all events will be visible to this participant.
In the tabel you can see at the Categories column if an event is connected to a category.