This is really a general WP question and not related to ACF.
First off, if this is showing only posts in one category then you need should have a taxonomy template "taxonomy-{$taxonomy}.php" or a term template "taxonomy-{$taxonomy}-{$term}.php" https://developer.wordpress.org/themes/basics/template-hierarchy/
If you are trying to show multiple terms and sort the posts by term, this is not something that is native to WP. You need to get the list of terms and then loop over them doing a separate post query for each term, https://wordpress.stackexchange.com/questions/151669/sort-posts-by-category
