If you have the Power add on for WordPress or the Power / Professional / Enterprise level for MySLP you will see a header tab in your Store Locator Plus menu labeled Categories. This is where you can establish and manage settings and determine the categories you want to add within the form section of the user interface. The sub sections under Categories is Taxonomy and Manager.
With the Power add-on there are options to tag a location or assign a category to a location or do both.
“Tagging” locations can be done one of two ways. The informal method is to use free-form tags that are setup via the Power add on. The structured method is to use the Category Manager under the Categories tab which you will see when you have the Power Add-on Installed.