1. Open Catalog Item from Service Catalog > Maintain Item > Open Catalog Item which you want to associate with multiple categories.

2. Open Form Context Menu and click on Configure > Related List

3. Add Categories related list in this table

4. Save the changes

5. You can now see this catalog Item Related list in the bottom of the screen

6. Click on Edit button from this related list to associate as many categories you want.

NOTE: Please make sure to associate all the catalogs to Item in catalogs field of which you want associate categories.