I just tested it and selected a pick up option and still see shipping costs at check out. How do i fix this? 

Interesting, and you made sure pickup was selected on the Order Overview page? Like the image below? If so that is very bizarre and you might have to contact our Support Team so they can take a closer look at your online store. 

How do i do this? Not entirely sure that i made this option correctly. I made the modifiers for the pick up options. But that drop down is unfamiliar. 

@jessicathiltner, so this is the screen that you should see after adding an item to your cart or if you click on the cart to view your options. Having modifiers for a specific date are a great option if you're setting pick ups for events. But your customer will need to select pick up from this page to ensure they aren't charged any shipping fees! The modifiers can help for tracking how many items you should bring to an event, but they aren't indicative if the customer selected the pick-up delivery method. 

I hope this helps!