In order to configure the tax at the Company level navigate to Settings > Configuration > Configure Tax Rates. 

As an admin, you can configure multiple Tax Headings and the rates for Active Grantee and Separated Grantee. Note that all the tax headings and the rates added will be taken into consideration for the tax calculation when your employees exercise their options. 

Setting tax at the company level means that all the employees will fall under the same tax headings and the rates associated. Once done, navigate to Settings > Configurations > Exercise Configurations> Tax > Calculate tax and select Company Level. This will enable the company-level settings for all the employees at the time of exercise.