Shortcode with mailing list

No, it isn’t. But you use this trick.
You can assign categories to newsletters, adding this script in your functions.php or mu-plugins folder:

function custom_easymail_add_categories ( $args ) {
	$args['taxonomies'] = array( 'category' );
	return $args;
}
add_filter ( 'alo_easymail_register_newsletter_args', 'custom_easymail_add_categories' );

So now you can assign categories in newsletter edit screen.
Then, you can show only newsletters related to a category using the shortcode with category argument (ID of category):

[ALO-EASYMAIL-ARCHIVE numberposts=5 category=2]

I hope this helps.

It is not work.

I have the code insert in to the page: alo-easymail_functions.php

function custom_easymail_add_categories ( $args ) {
	$args['taxonomies'] = array( 'category' );
	return $args;
}
add_filter ( 'alo_easymail_register_newsletter_args', 'custom_easymail_add_categories' );

I have the shortcut insert on the page.

I see nothing on the page.

It’s better to paste the code into functions.php of your theme or into a php file (no matter the filename) inside wp-content/mu-plugins folder (if it does not exist yet, simply create the folder). BTW it should work too as you did.
I made a test and it works for me. Remember that the shortcode shows only the already sent newsletters, by default:
https://www.eventualo.net/blog/easymail-newsletter-for-developers/#shortcodes

It is not working. What we do:

1) Create a new folder wp-content/mu-plugins
2) Have uploaded a file (functions.php) with code:

<?php
function custom_easymail_add_categories ( $args ) {
	$args['taxonomies'] = array( 'category' );
	return $args;
}
add_filter ( 'alo_easymail_register_newsletter_args', 'custom_easymail_add_categories' );
?>

3) Make a new newsletter
4) Filter from mailinglist name Admin (id=11)
5) On the page newsletter we input the shortcode

[ALO-EASYMAIL-ARCHIVE category=11]

6) We send the newsletter to the users (me)
7) We see not on the page. We have 2 newsletters on this filter.
Link page on website

What can we do?