Locations / Taxes
Countries List - installed with default set
Zones List - installed with default set
These you set up if you want taxes or different shipping for different countries or states.
If you want your products taxes anywhere, you have to have a taxable class which you apply to your products.
Tax rates can get very complicated. In the US, most of us just plunk in a tax rate for our state but tax laws are very complicated. Be careful! If you have a complicated situation, Avatax might be your answer. Tell them Delia sent you!