When you are initially setting up your ClassiPress site, you are the one who creates the categories and any relevant subcategories used on the site, so you have complete control over this. The categories are not populated by default on a new installation so you literally start off with none until you add them.
ClassiPress has 2 options in terms of the homepage layout, "Standard Style" or "Directory Style". The
ClassiPress demo is the Directory Style, but if you were to select the Standard Style, you would not see the "Ad Categories" box which appears under the featured ads slider.