To display the categories list, click "All Chats" in the upper-left corner of the chat screen, then in the drop-down list, turn the toggle switch ON.
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The display area will be split horizontally, with categories listed in the upper section.
The lower section shows any uncategorized chats, so you can check all the chats that have not been assigned a category in one place.

 

You can drag the divider between the two sections to adjust section height to your preference.​