This will end up being a little convoluted since the taxonomy just describes a relationship that may belong to any of the post types, so there’s not a direct data link for what you’re trying to fetch.
But you could do something like this (untested), which could be a fairly heavy query if you’re doing on every page load or something, so maybe consider running it on a cron job and storing it somewhere or something.
<?php
$args = array(
'post_type' => 'my-post-type',
'posts_per_page' => -1,
);
$fetch = get_posts( $args );
$cat_r = array();
// Iterate the posts and get the categories
foreach( $fetch as $item ) {
$cats = get_the_terms( $item->ID, 'category' );
$cat_r[] = $cats;
}
// Outputs an array of term objects
echo '<pre>';
print_r( $cat_r );
echo '</pre>';