You can use these shortcodes:
This will show posts that are in Categories 17 AND 25 AND 2
[catlist id=17+25+2]
OR
This will include post that are from any of categories 17 OR 24 OR 32
[catlist id=17,24,32]
You can also us catlist name in the same way:
[catlist name=sega+nintendo]
[catlist name=sega,nintendo]
I have it in use on my site like that:
eg:
[catlist id=191+199, orderby=date order=dec numberposts=10 Date=yes]
191 = a country category and 199 = latest news category.