Map your own categories with Zalando's categories at the Categories step:
Only the categories called "Silhouettes" you are authorized to sell by Zalando will be present in the taxonomy.
If you don't find a desired category, it's because Zalando doesn't allow you to sell products in this category. Contact Zalando for more information.
Check out Zalando's mapping guide and their Attribute requirements table (to download at the bottom of the page).