If you defined your delivery strategy as "different prices based on location" and decided that you want to use areas you need to add zones. First, change the location strategy to "Areas"

https://cloud.ord.to/uploaded/703j4vyzqz.png

When you do that you can start adding zones. Firstly, you need to select how you want to define them. You have two options here: add range circle, add range rectangle.

https://cloud.ord.to/uploaded/d60jn94203.png

When you click it, you can select the area of operation:

https://cloud.ord.to/uploaded/tkgzj3h9a1.png

You can add as many zones as you like, the zones can cover each other. There are some important things to remember here:

If you select areas, the system checker will be changed. People will see on the front page something like that:

https://cloud.ord.to/uploaded/7o3rxsoeb2.png