Chris is right on the aperture / ISO / shutter speed. you can make your camera do what you want with the shutter and ISO settings.
However, distance is also involved. Actually the distance from the sensor to the subject and the distance from the subject to the background. Difficult to explain, but easy to see with some experimentation.
Place your subject (preferably something small) about 10 feet from the background. Move toward the subject until the lens will not focus on the subject. Back off till you get a sharp focus, then take a photo. Do not change any settings, use natural light, not flash.
Back away 10 feet, take another photo.
back away another 10ft, take another photo. You might want to keep backing away and taking photos, but three or four should show the difference.
Now you can evaluate the differences on your depth of field.