This issue is usually because 'Product Categories' has not been selected in the 'Screen Options' panel.
- Go to the menu editor, which can be found under Appearance > Menus.
- Click onto the 'Screen Options' tab (top right-hand corner of WordPress Dashboard). A list of options will then show with checkboxes.
- Ensure that you have 'checked' the 'Product Categories' option. Once you have placed a tick in the box for this option, you will then see a 'Product Categories' panel on the left-hand panel. You will now be able to add Product Categories to your menu.