WP All Import can import to categories, tags, and any custom taxonomies associated with the post type you are importing. When importing to a Post, the default taxonomies are Categories and Tags.

Now you can see above screensort determines the data on xml file is map to the WordPress.Now you can see content Post Categories which set to the Category of the post by clicking on element of book<genre>and drag and drop over categories box of content As per above screensort.

Now this article help you to you how to import Categories,Tags taxonomies.