The Made on Glowforge category of the forums is mostly photos, but there are some videos on it. If you search for makesomething he has a couple videos. To make your search quicker, just look at the first post in the Made on Glowforge category: if there is a video it will be in the first post.
There is really no answer to the maximum thickness question. Pre-release users have found one piece of plywood to cut very differently than the next piece. Note that this is in reference to non-Proofgrade plywood. For hardwoods the density of the grain for the same species of wood has a big effect on the settings required to cut it. With all of that said, for material that can be cut, you should be able to cut it up to 0.25 inches (6.35 mm) thick. There are some examples of thicker material being cut, but kerf and more specifically its shape on the edge of the material becomes much more pronounced.
Both speed and power are variable. You may be able to cut something quickly, but the quality of the cut may be better at a slower speed. When it comes to engraving you may want to do a deep engrave, which all things being equal will be slower and then go over it a second time quickly to try and remove the burn marks. Acrylic, for example, cuts better when cut twice. The glowforge software will tell you how long a project will take. Some things have taken over an hour and some minutes. It all depends on what you want to accomplish.
cynd11 posted a Mother’s Day card this last week. There are a couple of other paper projects posted, but not many. The glowforge software is still being perfected for low power, or the power levels required for paper cutting.