Hmmm... I see it installed on my site (I also marked all options in the installation). It is titled "Easyblog - Categories Module" however it is Unpublished by default.
If you don't see the module at all, perhaps try installing it manually? You can find the module downloads here: http://stackideas.com/downloads/modules

Hope this helps you!

Hi There,

I am really sorry for the delay of this reply.

The reason why the module is unpublished is because all the modules from easyblog 3.9 will not working correctly with easyblog 5 and easyblog 5 come with their own module to be use. You should find the module from the module manager or through discover options in extension manager.