Enable multiple shipping options, why limited to one?

Can anyone tell me how to enable multiple shipping options? I have and tested USPS and that’s great, I’m tinkering on/hoping for a UPS option, and wrote a Free Local Pickup option. I’d like to offer both USPS Shipping and Free Local Pickup, but the system only allows me to choose on shipping option.

Thoughts on enabling it so we can choose like the payment gateways?