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 term Taxonomy references the WordPress category system. Taxonomy is a way to group things together.
Additional features for Categories with additional built-in complex logic for parent /child drop-downs to be displayed in your search form are available only with the Premier subscription. A tutorial video on the SLP YouTube Channel is available for this additional feature with premier.
The selector settings are found under the SLP/Settings/search panel. Selector styles and functionality shown are premier.
The Power add-on allows for cascading, dropdown.
Premier also allows for checkboxes.