photographs that contain depth information

Hello. I have a question. In the new version, the selection tool has a DEPTH RANGE. The explanation says: This tool allows you to select areas based on their distance from the camera. This tool is only available for photos that contain depth information.
It’s not clear to me what kind of photographs these are. My camera is Nikon D 850 and for my files in .NEF format this function does not work
thanks if someone can explain this to me