you can do this under Appearance > Menus section. Just activate Categories and and them individually to menu. If you don't see them by default, you can activate them under Screen Options in the right top corner.
This a very bad answer. I have the same question. The category display you get when clicking on a category menu element is not a blog display layout. It would be nice to have the option to have various blog pages that you can manage individidually with different layouts. Not what the them is currently offerig as far as I know.
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you can do this under Appearance > Menus section. Just activate Categories and and them individually to menu. If you don't see them by default, you can activate them under Screen Options in the right top corner.