You can select “All” from “State Selection” and get all state of selected zone.

No need to add All Zip code if you select states.

You can also select the specific states.

If you want to include the specific Zip code from that state then you can use include Zip code on Allow Zip code settings.

You can input in 3 ways combine. comma separated(2233,2234,2235) AND range based(2200=2250) AND starts with(AB3*) and length match(PA2*##)

Example: 100001,100002,100003=100097,101*,1011*

If you want to exclude the specific Zipcode from that state then you can use exclude ZipCode on Allow Zipcode settings.