Hi EricT,
Are you familiar with phpMyAdmin? That is what I use to make manual changes to my MySQL databases. Many web hosts provide phpMyAdmin access via cPanel. If you aren't familiar with it, you'll need to contact your web host about how to access your databases. Once you can do that, you'll need to select the database for your WordPress site. If in phpMyAdmin, you should see a button labeled "SQL" along the top. Select that to bring up an entry form to input MySQL code. Paste the code above into that form, but change the "wp_" portion of the table name to whatever prefix your tables use. Once that's done, click "Go" and the wp_woocommerce_tax_rate_locations table should be created. If so, you can re-enter your tax rate criteria via your WooCommerce admin area and you should be good to go.
PS
I do suggest backing up your database before performing the above steps. If you don't know how to do that, you'll need to check with your web host.