Can I Select Multiple Expense Categories for One Expense?

Currently no. You will need to create a new expense for the each of the catagories you want to add. Here is an example:

Hotel bill is $340 from Marriott and showed up on your credit card. You also had a $10 parking and $40 meal. 

1) Change the amount on the Marriott expense (Catagory Hotel) to $290

2) Add a new transaction Marriott Parking for $10

3) Add a new transactions Marriott Meals for $40