Query to pull posts and associated categories in one file

Hi!

I don’t know much about sql, but I know that information can be pulled out of the wordpress database if someone writes the right sql query.

I need a query that would pull in all my posts in one column, and also pull in associated categories in another column. Some of my posts have more than 2 categories, so my preference is that each category is captured in a new column. I need this information so that I can use the WP All Import plugin to update all my already existing posts with categories.

Thanks in advance for the help!