how to associate joomla module to the category?

Yes, in the hikashop options of your hikashop module you can change the "parent category" option for that.

Ah ok. You can't assign a module based on HikaShop categories.
What you could do is this:
have a joomla article as home page and using the load position plugin of joomla include a hikashop category listing module in it. Then, that module's links would direct to a hikashop category listing menu to display the content of the categories.
That would mean that the menu on the home page (which would be an article) and the menu of the products/subcategories (which would be a hikashop category listing ) would be separated and you would be able to assign your module to only one of them.