Everything about this store that is not a product, an order or a page.
Where you post to, and what you charge to get there. A customer whose country is in none of your zones cannot check out with anything you post — nothing is delivered by default.
Connect a carrier account and a zone can quote its real price at checkout and sell you the label afterwards. Nothing here is required: a zone with no carrier charges the flat rate you set above, which is the finished answer for every country with no carrier API to point at.