You can do it easily with the help of the DelimitedSplit8k. It's explained in here and you can find the code to create it in your system. http://www.sqlservercentral.com/articles/Tally+Table/72993/
Once having it, the rest is easier.
SELECT CATEGORYID,
LTRIM( LEFT( s.Item, CHARINDEX( ':', s.Item + ':') - 1)) AS STARTRANGE,
LTRIM( SUBSTRING( s.Item, CHARINDEX( ':', s.Item + ':') + 1, 200)) AS ENDRANGE
FROM CATEGORIES c
CROSS APPLY dbo.DelimitedSplit8K( c.CATEGORYLIST, ',') s