Hi there!
Are you using the template pack or the quickstart pack of the Finatic template, please?
If you are using the quickstart pack then creating a menu of type category blog should have done the rest for you if the menu item set to the finatic template style there.
If you are using the template pack, then please use the quickstart pack in your local and try to export the template settings and then import that settings in your site. Though it will import a basic template settings for you as per my knowledge!
https://www.joomshaper.com/documentation/helix-framework/helixultimate/advanced-settings#documentation-heading-4
Let me know if these tips help!
Best Regards