Focal Distance guide is turned on by going to Display, Guides. There is also a handy script to calculate it for you. Using the camera you're going to use and selecting the object you want, then hit the python window scripts (found in render I/O, then Calc DOF or something like that.) But it returns the value in feet. So if your not using poser units of feet make sure you convert it to whatever poser unit you're using. Then enter the value into camera properties.

You should be able to see the spread angle of the light in the preview window, not sure why you don't. Maybe if you turn off the other lights, it might be more visible. To see how much light is hitting a target I suggest BB's Free light meter. A fantastic tool, don't know what I'd do with out it. (search these forums for info).

I have also seen in some DS tutorials they say you can't see shadows in the poser preview window, I can, so maybe it has to do with video card or maybe the person doesn't use poser,I don't know. Included a picture of shadows in the preview window.

Hope this made sense, it's late here and I should have went to bed instead of posting.