Unfortunately this theme doesn't have the ability to do this within the Dashboard area - you will need to open up the code for home.php and edit it yourself.
The instructions file for the Berlin theme is found here:
Have a read through that and follow its steps if you haven't already. You can select the category for the featured post slider, the right had side column, the two under the featured box and the 5 categories at the bottom.
I also recommend making the following change to the home.php page as well: move the h6 tag containing the "More in" line to within the loop (I think this is a bug in the theme) so that the code is in this order:
<h6 class="category_more">">More in <?php single_cat_title(); ?></h6>
<?php endwhile; wp_reset_query(); ?>
This will pull in the category name as it appears was the intention in this theme.