Hello,
Go to Appearance > Widgets > add the Product categories widget to Shop page sidebar widget area. It works not like filter widget but like the list of links of your product categories and if you click on that you’ll get products of the category you chose. The WooCommerce plugin does not have product categories filter widget, unfortunately, only the list of product categories.
To add the banner to the shop page go to Theme Options > WooCommerce > Shop > Shop page layout > add the shortcode of the revolution slider or shortcode of the Static block with the banner to the Shop page banner field and choose shop page banner position.
Regards