I add categories in backend edit like this

but when I click add more, auto open a page of blog

Pls help me how to set up categories filter, this funtion is so important and convenience for customer. Thank you so much!

I can use it perfectly, thank you so much, 

Please help me further, I like this design of filter (circle dot point instead of a straight line between categories)

but now, 

I figure it out. thank you