Hello,
Our theme or WooCommerce plugin does not have filter by category widget. There is only Product categories list widget. You can add that to the Shop sidebar in Appearance > Widgets.
If you need filter by categories you need to look for the third-party filter plugin that has such filter widget.
You can submit your request here – https://www.8theme.com/taskboard/, and our dev team will analyze how many people need this also and if there is the possibility to do this.
Regards