How to add existing categories into a post using wp_insert_post

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You can use wp_set_object_terms() to assign taxonomy terms to a post.

wp_set_object_terms($post_id, $terms, $taxonomy, true);

Where $terms – A single term slug, single term id, or array of either term slugs
or ids. Will replace all existing related terms in this taxonomy.

See documentation: https://codex.wordpress.org/Function_Reference/wp_set_object_terms

Edit:

In your case, it will look like: 

wp_set_object_terms($post_id, array(2,3,4,5), 'category', true);

Please check for any syntax error.