Tax Set Up
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: https://docs.magento.com/user-guide/tax/taxes.html