Custom message at Payment

[Web_Maestro]

Hi. I wanted to know if (and how) I can provide a message to customers about Sales Tax not being collected based on their location. A simple message like "Sales tax is not collected on orders shipped to (STATE). Please consult your local tax laws regarding any use tax obligations." This would only be needed for certain states, not all. 

Should this be placed on the checkout screen, invoice, or fulfillment?

Thanks.

[TheScriptFlow]

I would like to know on which Shopify plan you are?

Only in Shopify Plus plan you can access the checkout and can customize it based on your requirments.