To set your delivery area, go to Masters--> Delivery Area. You now will find a map, select Add Zone in Delivery Zone section to mark your delivery area in the map. 

Now click on the starting location in the map and move to the locations you deliver, now click again to end the selection. Then select Save from Delivery Zone to save the locations.  

You can remark the locations by cancelling it and starting it again and add any number of locations using Add Zone. Also can delete the delivery locations after saving it, using the delete button.