Looping through post_category and getting category names

Hi.

I am working on a plugin that is using wp_query. The basic loop is

$the_query = new WP_Query($args);
        foreach ($the_query->posts as $cp) {
}

I can get almost everything I need, but I am really struggling to return category names for the current post! I can get an array of the id’s
$cp->post_category

But I can find nothing that makes sense to me or that works to pull the category names from that – and ideally display them as hyperlinks.

Can anyone help – I am sure this is really easy!!!