You only need UK zones if you are going to be using the parcel force options. For the standard RM modules everything works on country, although if you have chosen to display the shipping estimator it does show a list of counties if you install the UK zones. On the original work I did, I commented out the shipping estimator county display because it's irrelevant and irritating.

In Big RoyalMail version 2.2 the zones SQL is in the "optional" folder ominously named ukzr_optional_county_install-0.0.1.sql but 0.0.1 was perfect so was never upgraded to version 1.0

Philip.