I do not appear categories on the blog

Because you haven’t categorized any of the posts (write a post, click on a category and post it, the category name should appear).

If that doesn’t solve it, then you just don’t have your sidebar configured to show categories.

If that’s the case then go to your admin page > design > widgets and add one which shows categories. If your theme does not support widgets, then open your sidebar.php and add

<?php wp_list_categories(); ?>