Hi,
Open the Live Demo of CleanMart:
demo.flexiblewebdesign.com/cleanmart/index.php
see the
VM - Category module on the left sidebar. That is the "VM - Category" module and lists all categories with links.
If you can't find this module in your Joomla Module Manager, then probably you have accidentally deleted it. Click "NEW" button (within the joomla module manager dashboard) click the "VM - Category Module" from the list to add it to your module dashboard again.
Regards.