Hello,
To create shop and other main WC pages go to WooCommerce > System Status > Tools tab > Install WC pages. After that shop page will be created and set in WC > Settings > Products as the main shop page.
To manage shop page layout go to Theme Options > E-Commerce > Shop & Product page layout tabs.
How to create products and add them to appropriate category you can read here https://docs.woocommerce.com/document/managing-products/
If you want to add product categories to menu go to Appearance > Menus > compose your menu using product categories https://docs.woocommerce.com/document/docs-menus/
If after that you still have “Products not found” for the category that has products then provide me temporary Dashboard and FTP access.
Regards