It’s different in Fusion5 and DF4. In F5 there is display normalizing button that will normalize the Z values to greyscale display.
In DF4 you could use Lumakey and key from Z this will create an alpha channel that you can view
The main thing to understand when processing using depth tools like Depth Blur is Scale. Each of the depth tools has a scale set to 200 to be compatible with the scale of Max. Maya’s scale is much smaller normally, but could still be anything, normally you would set this Scale value to be, say, 5.