The focal distance for the step (or operation) is controlled by clicking on the thumbnail on the left side where you pick what type of operation (in this case “engrave”). With Proofgrade that gives you a few canned settings you can pick (SD, HD, etc). For non-PG (& for PG where you want to override the standard settings) you can change the focal length for just that operation in the field on the bottom.
You could also bump up or down the LPI (darker or lighter) or the number of passes (more equals darker & deeper).
If you don’t override the focus then it uses whatever either the Set Focus determined or if you didn’t use set focus, what it measures when it starts the job.
Every operation is handled separately so you can use different focus or LPI settings for each - you’re not stuck with a single set for the whole job.