No, the theme does not come with pre-loaded categories. These are for each individual to add themselves, according to what the purpose of their site is for.
If you were planning to add bulk categories ad use them amongst other ClassiPress sites, then your fastest option would probably be to add these via your mysql admin. Many of the bulk category WordPress plugins are not compatible with custom post types (which ClassiPress uses), so I'm not aware of any plugins that you could use to do this.
