Hello there, Scott! Thanks for reaching out and welcome back to the forums. 🙂
Good question. Categories are not displayed in the event header / search bar by default. You can link directly to categories from your main menu (e.g. [your-site]/events/category/[category-slug]).
Or, you might consider checking out our Filter Bar add-on, which includes the ability for visitors to filter events by a number of variables, including Categories.
Does this help answer your question? Please let me know.
Cheers!
Geoff