Category Browser

You may select multiple items from each list by holding down the Ctrl (Mac: command) key while left-clicking each item.

The vocabulary does not appear to be associated with any content types.
Scope
Not selecting any type is the same as selecting all types.
Include Children
If you select a term with children (sub-terms), do you want those child terms automatically included in the search? This requires that "Items containing" be "any."
Categories