This one is pretty straightforward.
Go to the Sync tab in the app, you will see three sections Shipping Zones, Fulfillment Services, and Product.
Under each section is a button to Sync each. Sync all of them.
Then review again that you have everything set-up properly, that products assigned to the right groups, your zones appear as they should, etc.
If you sync shipping zones, and you have changed or removed zones from Shopify settings, then those zones will disappear from the app along with any rates assigned to them, so you may need to re-configure your rates.
Learn more about syncing shipping zones.