There are two things that have changed since the making of the sydney theme wordpress tutorial.

TO IMPORT XML FILE IN STEP 9/10

Hover over TYPES, a pop up will come up -> Click on Dashboard -> Scroll down the page to IMPORT/EXPORT

CATEGORIES, WHERE DID THEY GO??

The types plugin has updated and now you must do something to make the categories show up.

Go into your wordpress dashboard and navigate to Types>Taxonomies>Categories and then under ‘Post Types to be used with this Taxonomy’ check ALL the boxes. Then press save Taxonomy in the right had column. This should update your dashboard so all pages and posts have the categories box.