How do I add several categories to my menu at once?

Use the source lists on the Menu tab instead of typing links:

1. Go to Settings → Appearance → Layout Settings, Menu tab, and pick the menu in Select a menu to edit.
2. Below Add menu items, open the Categories list. Use the search box to narrow it.
3. Tick every category you want and click Add to Menu. The button shows how many are ticked.
4. Drag them into order under Menu Structure and click Save Menu.

The same lists exist for Pages, Products, Tags, Brands, Blogs, Blog Categories and Blog Tags. New categories aren't added automatically, so repeat this when you create more.