Long range rifle shooting range estimation?

I'm new to scopes and will be getting a .22 LR CZ 452 American and a Tasco 3-9x40 scope 30/30 recticle. At what range should I zero this scope at the will work for close range shooting and how can I estimate distance without mil-dot or range-finder. Is there a binocular with mil-dot you can recommend? And advise for a newbie?