Trying to understand howto achieve depth of field

I've been trying to add DOF to some of my renders with Fusion and I can't figure it out.
I've saved the file as an EXR, with an extra Z depth output:

When I assign Z channel to RGB I can see the Z channel looks like it should (I think):

But when I have those assigned to default channels (RGB to RGB, Z to Z) and I switch to Z in the viewer I see a blank white screen:

Not sure it is ok , or not - but I suspect not as when I use DepthBlur node it seems everything gets blurred, I can't see any depth to it.
Any ideas what I'm doing wrong?
I've saved the file as an EXR, with an extra Z depth output:
When I assign Z channel to RGB I can see the Z channel looks like it should (I think):
But when I have those assigned to default channels (RGB to RGB, Z to Z) and I switch to Z in the viewer I see a blank white screen:
Not sure it is ok , or not - but I suspect not as when I use DepthBlur node it seems everything gets blurred, I can't see any depth to it.
Any ideas what I'm doing wrong?