I reread your replies. Looks like some of the things you’re adding are custom post types. Custom post types are not supported – So if your categories and stuff are not there, that’s probably why.
I’m not sure what you mean with url parameter, but as you probably saw, there is no option for such a thing…
What you can do, take a look at your theme documentation for that, is to add groups and adverts to your categories in the theme directly by editing the PHP files.
You may want to use a Child theme for this.