All of the Modules can have a Zone Definition ...

You build the one(s) to meet your needs ...

Example: you could build one for:
I take PayPal

and only add the US and Canada to it ...

Or,
I take Check/Money Order

and only add US 48 plus DC to it ...

Or,
I Ship USPS US, CA and UK

and only add US all, Canida All and UK all

You can build whatever you need ...

What you call the zone is up to you ...