Tearing my hair out

I want to set up shipping zones

Can you give me a step by step process

I have been all over the place

Which is the easiest way to set up postal zones.

Do I have to edit the Tax rates to every country in these postal zones? This will take up alot of space and I will have many separate files.

Sorry if this a dumb question, I would rather ask a dumb question than make a silly mistake.

Christine