I am not sure what you are asking all you have to do is change the Z value and it will go to that depth. It goes to any depth you tell it to....
If you want to do true 3D then you need a cad and a cam to generate the proper tool path.
If you just want to cut one chain at one depth and the next chain at another depth you just need the chains on seperate layers and set the depth for each chain,,
I strongly sugust that you go watch all the Lazt Cam videos on the Mach website as Art shows how to do this pretty clearly.