With Store Commander you can associate multiple products to multiple categories in just seconds!
Once you have selected the concerned products in the central column, open the Categories panel from the Properties column on the right handside.
In this panel, you can now simply tick the boxes against the categories you want the selected products to be associated to.
Alternatively, you can also use the mass-association icon on the toolbar after having selected the categories in the list.
You can view these steps on the second part of this video.