Select the camera with which you wish to achieve DOF.

Go to your top menu. Select Display-->Guides--> Focus Distance Guide.

This will make the guide crosshairs appear. Now go to the camera parameters in your parameters window and move the Focus Distance to where you want the focus to be. Everything that is closer or farther will be blurred. The degree of blur can be adjusted with the fStop value--I find around 5 gives a nice soft blur, but ymmv.

Make sure you have a decent amount of pixel samples set (above 10, mine is usually between 50 and 75).

Hope this helps.