Sorry, no. Many of the templates sold here have a user search category drop down. There is also the Widget Pack. It contain a configurable Category widget that can be placed in the theme’s sidebar.
What you could do…
The Widget Pack also allows you to use the widgets as shortcodes. To do this you would add the Category widget to the Connections Widget Shortcode Sidebar, configure it and click save. After you click save, you will be given a shortcode that you can place on any page.
You would create a “Categories” page and add that shortcode to it. On the directory page you would use the standard
[connections] shortcode and set that page as the directory home page.
Hope that helps!