I want to list all job categories

Yes you can do this.

Please guide me how to do this

Admin Settings:
– Categories

Add your categories,

Check the (Show related categories?) This will show a list of categories that any jobs in a given job list belong to.

Select – Update categories, to save your data.

Create Jobs and assign them to specific categories,

Where is the option of Show related Categories?

Please check my settings https://prntscr.com/aw5lg6

Your on the wrong plugin Forum

I have the settings set as you described above.

How do I get a page that just shows the categories and makes the categories clickable.

When I add [job_category_links] to the jobs page, it doesn’t change anything. the page just list all the jobs with their full descriptions.