The delivery zones page allows you to manage the countries that belong to different delivery zones, you are able to edit the zone, delete the zone and click through the charges link to take you to the delivery charges section (see page 6.iii).
To add a new zone, simply click on the ‘Add New Zone’ button which will bring up the create zone box, where you will need to enter the required information (see image above). This will include Zone Name, Deduct Local Tax, Limit by Postcode and Countries. Once you have finished creating a zone, simply click ‘Create Zone’ and the zone will be added to the main list.