What shipping does a customer pay if their address is not in any of my zones?

If no zone matches, no zone methods are offered and WCart falls back to your normal shipping from Settings → Store Settings → Shipping Setup (the flat or per-product charge, and free shipping above your minimum if turned on). If you want a rate for everyone else, create a zone with a country-only region, which matches the whole country. Also make sure each zone has at least one enabled method and its status is Active.