As Dlane said, you can only choose one option. Usually it’s grass and something else. Say grass and bushes. Bushes, especially with ground cover, usually require a bit less water than grass does, but usually do fine with the amount recommended for water. Your soil type determines how often the system waters a zone. Bushes and trees can wait longer between watering, as they have deeper roots. So in that case, setting the system for Grass will keep it looking good, while watering the bushes a bit more and more often than they need, but they should do fine.
Same with your palm trees; trees tend to suck up water in the area from the grass, which is one reason grass doesn’t do as well under trees. But chances are you have a mulched area around the trees, so again just set the system for grass.
The system’s intelligence (I prefer Flex Daily) still works, though. To do any better, you really need each type of crop on a separate zone, and most people don’t have that luxury.