Hey Christiano,
That is not exactly the way the K2 support works in hotspots.
What you can do is - when creating a hotspot in the backend -> you could link to a K2 item. When the user looks in the frontend at your hotspot the "read more" link will send him to the K2 item.
Hotspot is not able to automatically pick up the categories and the entries in them. You'll need to manually enter the locations in the db.