What do you mean by setup?
Have you entered or imported codes & descriptions into table 14000719 (Harmonized Code)?
Or are you looking to where you can get such information?
I believe I downloaded the files from sites like this:
then created a dataport to import it into the table. Once the data is in the table you can assign a code to an item thru the item card field "Harmonized Code" field #14000781 in the item table.