The LDSDAdministrator guide chapter 2 covers setting up response levels (RL) and operational level agreements (OLA). You may need to also look at the section Changing the time zone associations.
I've not set this up before so can't give you any specific instructions I'm afraid. Perhaps someone will jump in who has. My thoughts are that you would firstly want to concentrate on creating one RL showing the service that the customer / end user would expect and with public holidays when the customer should not expect service (this would be irrespective of which support location is dealing with them). If it's full follow the sun then this would be 24 hour x 5 or 7.
Then perhaps you may want to look at how you want to track each support office's part of the process / handover between offices. You could decide to have OLA's for each office reflecting their working hours and their public holidays. I am not sure whether you would find it suits you more to have a task created for each office or whether re-assigning the incident to a different office would be how you want to track their involvement. You can setup OLAs to start and stop on either tasks or assignments when they are created or ended etc..
From looking at what our customer's do with their RLs and OLAs, each seems to be very different and tailored to their specific requirements so I don't think there is a specific set way in order to configure follow the sun.