Hello,

Your categories are translated and switched correctly, you have the problem with menu cause the pages are not translated have a look at the screen http://prntscr.com/k8i0kd

WPML does not work on pages. Your pages should have this tab: http://prntscr.com/k8i24l or this tab if the page has been translated: http://prntscr.com/k8i2gg

Switch to any default theme and check if you have these tabs on the default theme.

Best Regards