Hi @ShopBeautyBling Thanks for posting, and welcome to the community! 🙂
Taxes will need to be setup through the Square Online Overview page. You should see the option under Settings>Taxes. I recommend using the automatic tax calculator, explained in this article, which will calculate taxes for online orders based on your store location, and the customer end point.
Please keep in mind that you will not charge taxes on every state you receive online orders from. You will only charge taxes in states where you have a physical presence.
