To setup Taxes, we have completely automated the process. You just have to update tax settings in Shopify.
Tax settings are automatically copied from shopify to Merchant Center during the onboarding process. In case you have missed it during onboarding, follow the steps below:
Step 1: Click on Settings>Merchant Center
Step 2: Click on Copy Tax Settings. If you are selling in the United States it is compulsory for you to have a tax setup.
You can also have a look at the video.