By default, the theme component does not display category banners if you have not set a category description for a category. This can be changed by unchecking the “Hide banners if category description not set” checkbox.
Category descriptions are set by editing the About category topic that Discourse automatically creates for every category. If you have either added category descriptions, or disabled the setting to hide banners for categories without descriptions, and you are still not seeing category banners, let us know. We’ll look into what is going on.