Puoi usare EXISTS :
SELECT category, categoryID
FROM categories AS c
WHERE EXISTS (SELECT 1
FROM products AS p
WHERE p.categoryID = c.categoryID )
o un INNER JOIN :
SELECT DISTINCT category, categoryID
FROM categories AS c
INNER JOIN products AS p ON p.categoryID = c.categoryID
o IN operatore:
SELECT category, categoryID
FROM categories
WHERE categoryID IN (SELECT categoryID FROM products)