Take a look at this short article.
Solution paraphrased here:
Create your table:
CREATE TABLE zip_codes
(ZIP char(5), LATITUDE double precision, LONGITUDE double precision,
CITY varchar, STATE char(2), COUNTY varchar, ZIP_CLASS varchar);
Copy data from your CSV file to the table:
COPY zip_codes FROM '/path/to/csv/ZIP_CODES.txt' WITH (FORMAT csv);
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