I have create an articles and categories is "Boats" ,but I found that the categories list menu did not active but active when only click "Boats" categories.
The categories structure:
Transport
Airplane
Boats
Bus

Menu items also create as K2 categories
and K2 categories list menu also created.

Did something I missed?

Are you using K2 items or Joomla! articles ? If you create a menu link for each ( or all ) of your K2 categories K2 will detect properly the menu and will set the active link.

Firstly thanks for remind.
I am using K2 items and I expect that the categories will bold when I enter the article.
For example
Article abc belongs to categories Boats
And I expect that Boats will be bold when I clicked abc.
The K2 breadcrumb can show the full path of the article Home/Transport /Boats/abc but the categories list did not bold.
Best guard.

Is the categories list a K2 tools module or a menu module ?