Taxes are set up in Magento 2 by allocating a rate on a country and region basis, setting tax classes by product or customer, full rate, zero rate, discounted etc, and then setting up a rule which says when to apply those settings.

Tax Zones

Admin: Stores > Taxes > Tax Zones and Rates

Tax Classes
Admin: Stores > Settings > Configuration > Sales > Tax > Tax Classes

Tax Rules
Admin: Stores > Taxes > Tax Rules

Details on how to work with those sections can be found at: