Usually menu items are pointing to pages or custom post types or even category or taxonomy archive pages.
– Make sure to select all the desired custom post types as sources: https://i.imgur.com/F92BGTf.png
– ..or even taxonomy terms (categories, tags etc..) as results if needed: https://i.imgur.com/F5B0wVW.png
In your case I believe you are looking for the 'product – Product categories' taxonomy terms as results, or at least that is where the menu items link to from what I can see: https://i.imgur.com/Tqla2qW.png
I hope this helps!Best,
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