Select an option that works best for your company - you must choose from Options 4-7 only because you need to use "Zones" and these are the only ones that use Zones.

Set up any zones that you need - the above it set to have a flat rate of 4.95 on all orders. Then create a zone called Pickup or Your City Pick ( Example: Ft Worth TX Pickup ) and set the UNITS field with 9999 and the cost 0 ( Zero )