How to extract Depth info from Mat Object

Got this camera, looks cool.
I am new to depth sensor processing but can quickly learn.
I am doing motion detection and I will be detecting an object being moved across the wall surface.
So, I am looking for several things.
I want to know the distance of that wall from camera and then I want to know the distance of that object from the camera.
Looking around this helpful site I can see how to convert the image to a Mat object to be used with EmguCV.
My idiotic questions is where how do I read the depth information per pixel? Is it contained inside the Mat object? If so what is the conversion to get it in metres etc?