Include Custom Post Types Categories to the main query
function custom_post_type_cat_filter($query) {
if ( !is_admin() && $query->is_main_query() ) {
if ($query->is_category()) {
$query->set( 'post_type', array( 'post', 'YOUR CPT' ) );
}
}
}
add_action('pre_get_posts','custom_post_type_cat_filter');