It seems like you have a couple of questions wrapped up in here - the one from the title being how to compare against a shipping rate in Rules, but the one unasked being how to present a message to the customer based on the shipping rate amount.
The Shipping modules provides a condition to check and see if a shipping line item exists on an order. Unfortunately, because it's a condition, we cannot automatically make that line item available as a parameter to you for any follow-up conditions.
If I were going to build this entirely through Rules, I'd use that condition to ensure a line item existed, use an action to load the shipping line item that corresponds to the order, and then use a Rules component to look at the unit price of the shipping line item and display the message when appropriate. If you haven't used components, look for tutorials in the Rules Mastery video course on YouTube.
The problem is that because of the way the checkout form and rate calculation works, your message may not show up where you expect it. If I had this same requirement, I'd abandon this approach entirely and either:
- Use hook_form_alter() to hook into the checkout form and look at the shipping line items generated during shipping rate calculation. If I saw a 0 € rate, I'd just add a bit of help text to the checkout pane indicating what went on.
- If code simply isn't an option, I'd probably just have it not return a rate (i.e. set the rate to NULL - see the default product pricing rule that invalidates disabled products found in shopping carts for an example). The checkout pane can be configured to display a message saying a rate could not be calculated but inviting the customer to proceed through checkout. Assuming your site is in Italian, you could just use the translation interface to change that English string into an Italian message tailored specifically to your site.
Hope that helps!