An easy way to have a page showing products on sale in your WooCommerce store is to add this shortcode to a page:
Here’s an example:
It’s not a store category but it does the same thing. You can just link to that page in the navigation or from wherever you like.
There is a plugin here:
WooCommerce Sale Category (guthub.com)
You’ll have to download the files, then upload them (via FTP or SSH) to your WordPress plugins folder (in /wp-content/plugins/) to get it to show up as a plugin inside WordPress.