Wow, this issue has persisted through the years! I am also having this issue. The same useless steps have been posted over and over again! I can follow these steps:

1. Click on Gear Icon

2. Go to Payroll Settings

The steps after that don't actually exist. As far as taxes go, I can click on either General Tax, Federal Tax, or Oregon Tax. NONE of those options bring up ANYTHING that mentions Worker's Comp. 

@sheriaps66, by using your work around, how are you able to assign the worker's comp rate per $100 of payroll for each of the codes? I looked at the screenshot and the idea makes sense, but I don't see where you can add the worker's comp rate. 

Has anyone else figured this out yet???