There is no such functionality built into Directory Plus. However, Sabai recommends the Post Category Filter which provides this functionality on the backend (WP-Admin).
Unfortunately, this does not help with the front end user submissions.
Category: Taxonomies
Is it possible to search the icons available for categories rather than paging through them?
Not currently.
Is it possible to add additional icons to the selection currently available for categories?
Not currently.
How can I remove icons from categories?
In the Manage Displays section of Category.
Can one have multiple taxonomies in a listing URL?
This is not currently possible.
Is it possible to have the categories/tags from one directory sync with another?
This is not currently available, but Sabai Apps does see the need for this functionality.
Can I add icons to tags like I can for categories?
This is not currently supported.
Can a user suggest a category when submitting a listing?
Yes.
Is it possible to add additional taxonomies beyond Category, Tag, and Location?
This is not currently possible, you could use a choice type custom field to provide similar functionality.
Can one create categories that use images instead of text for their display?
Yes, by adding a custom field to the taxonomy with the type image. Locations by default include this image field, other taxonomies do not.