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https://wordpress.stackexchange.com/questions/198981/how-can-i-list-all-the-categories-under-a-custom-post-type-taxonomy

<?php

$terms = get_terms( 'my_taxonomy' );
if ( ! empty( $terms ) && ! is_wp_error( $terms ) ){
 echo '<ul>';
 foreach ( $terms as $term ) {
   if ( $term->name == "Uncategorized" ) continue;
   echo '<li>' . $term->name . '</li>';

 }
 echo '</ul>';
}