To set up shipping for your store, navigate to Settings (cog symbol)-> Shipping. From there you will be able to view all of the shipping options. Select the shipping options best for your store, and click the Edit link in the far right column(enable or disable them as needed in edit mode).
You can customize these options with Geo Zones by either enabling different shipping methods for different Geo Zones, or different prices for Geo Zones for the same shipping method. Once you have created your Geo Zones, they will show up as tabs to the left of the page. You can customize your shipping costs by clicking on these tabs.