Wordpress Shortcodes for Displaying subsets of events
The shortcode you refer to is provided by the CiviEvent Widget plugin. It has a number of configuration options which you can read about on the plugin homepage. I would look at the custom_filter options to see if you can make it fit your requirements.

If the widget doesn't allow filtering by event category, I'd consider a more complex (but also more flexible) system based on Event Organiser and CiviCRM Event Organiser which will definitely do what you're after. 

Have a look at the standard calendar, an event category and the list of events at a venue for the kind of things that are available out of the box.