List all the categories with or without post

Problem is solved.

Just need to add 'hide_empty' => false, to the array.

Like this :

wp_dropdown_categories(
    array (
        'orderby' => 'name',
        // ID of the already selected category:
        'selected' => 4,
        'hide_empty' => false,
        // If no category is selected:
        'show_option_none' => 'Choose one'
    )
);