Hi Pasi,
and welcome to the forum community [:)]
Something in your mail obviously scared your colleagues here, so let me jump in:
Of course you can create "depth" with the Vienna Suite Convolution Reverb, and I think that you will like Beat Kaufmann´s Tutorials, he gives a great intro to new users of the VSL.
The basic idea behind the different depths of the orchestra is quite simple: The more reverb you add, the further away the instrument seems to be. Of course the panning also plays an essential role, as you are positioning the instrument in the virtual room.
Hope that helps,
Paul