Configuring shipping can be very detailed - it depends (firstly) on WHO you are going to use to do your shipping...
Unless you own your own fleet of trucks (or jumbo jet freighters) I assume you will be using a courier service or perhaps Royal Mail / ParcelForce24 to get the goods to customers.
Only when you know what delivery system/service you are going to use, can you begin the process of configuring shipping in a way that will calculate appropriate rates depending on what your customer has selected as their delivery address.
Webshops live or die depending on how accurate they are with their shipping calculations. If you don't get your settings right you could either be sponsoring your customers' shipping costs (and therefore eroding margins), or you could be frightening them away by charging too much.
Another issue is that if you decide to use Royal Mail and ParcelForce, they have different rates for not only UK counties (split into five or six "zones") but have rates for different countries (also split into zones).
So you need FIRSTLY to divide your locations and countries into appropriate zones that match those of your shipper.
To complicate matters a little more, you also need to appreciate that Royal Mail has SEVERAL services - FirstClass, SecondClass, Express, Small Parcel, Large Letter... and a whole lot more. I am sure RM want us all to take a PhD degree in Applied Postal Algorithm Calculus, because it is extremely confusing!
I routinely set up Royal Mail for clients, but it is a real mission and I hate doing it. There is a BIG ROYAL MAIL shipping module in the free add-ons, but it has to be installed BEFORE you start playing around with zones, etc.
Configuring it is finicky and time-consuming.
I build my own RM and ParcelForce modules according to the client's needs - in some cases, it can end up comprising 18 or more cloned modules off the zonetables module (also in free add-ons).
I and my colleague fairestcape have also written tutorials on how to clone a shipping module. They are on this forum somewhere.