The Horizontal or Vertical Checkbox Category Selector feature is available for WPSLP Premier or MySLP Enterprise level subscription customers. The checkbox works with an “OR” selection based on the Parent category. With Premier or Enterprise you will see additional category selectors under the Settings/Search/Category section. For example : If you check the  red and  blue boxes on the category selector it will show any location in the red OR blue category.
In the case below it shows locations with the category assigned as either a restaurant OR entertainment.