A category must be selected on the product before listing on Jet. It can be search and selected on the products individually - Jet Properties page, or with a bulk update file import.
With the bulk update page, use the column header JetCategoryID. You will need to add the numerical ID of the category as the column value, not the category path. The Jet category numerical IDs can be obtained from the Jet General Settings page. Open the action menu and select Download Jet Category Tree. An excel file will download to your PC. The file will contain the category paths with their numerical ID.