Hi Jay,
Thanks for reaching out!
Other than doing a customization, there is not a way with The Events Calendar or Events Calendar Pro out of the box to switch between different categories. There are category pages, so you could link to each of the pages to allow users to switch between categories quickly.
You might also take a look at Filter Bar, which does include some additional filtering options, including the ability to filter by categories.
We do offer full refunds within 30 days of purchase, so if you’d like to take Filter Bar for a test run to see if it will work they way you need, feel free to do so! Please let me know if you have any additional questions.
Thanks,
Jennifer