1. Go to Settings > Delivery Settings > States and click Add new (or open /admin/states/0).
2. Fill in State (name), Abbreviation (up to 3 characters, e.g. FL), Country (up to 3 characters, e.g. USA) and Tax % (0–100).
3. Leave Is Active? on.
4. Optionally enter an Input Mask for the zip-code format (see the Input Mask question).
5. Click Save. A green Done! banner confirms the save and you stay on the edit page.

All four main fields are mandatory: you will see Name empty, Abbreviation empty, Country Code empty or Invalid Tax if one is missing or the tax is outside 0–100.