if you want to cut all the way through, then the pocket tool is the wrong thing to use, rather use the 'inside cut' tool.
the pocket tool has a maximum depth of 99%
set the pocket depth using the data entry window at bottom right of the screen (the VCB), before clicking the area to pocket.
You can type a depth percent, or use the arrow key to scroll through the standard depths, it uses the same depths as the centerline and fold line tools.

To quote the help (big blue question mark on toolbar).
Pocket Tool - This tool is used to create a pocket inside a shape.
A pocket is a shallow depression in the surface of the part. While this tool will automatically deal with simple shapes, some shapes will produce incorrect results. These can be fixed manually or can be drawn using the keyboard options as follows:

• hold down CTRL key to draw only the boundary inside the shape. Click to accept it.
• hold down SHIFT to draw only the zigzag. If there are errors or missing portions, do this:
  1. simplify the shape by drawing one or more lines across it to split it up into simple convex shapes.
  2. Hold SHIFT and zigzag the resulting subshapes
  3. Remove the lines you added
• press the END key to swap zigzag direction from 'along X' to 'along Y'. Each time you press END, the direction will toggle. 'Along Y' is particularly useful on Phlatprinters as it helps prevent the material slipping.
  You can set the default direction in Options menu

Note: You can type custom depth values into the VCB, using your keyboard. The value is not accepted, until the "Enter" key is pressed. Then the % suffix will appear with the VCB value, which indicates the value is now set. Max value allowed is 99%.

 

for 3D stuff, you can read this thread http://www.phlatforum.com/xenforo/threads/generating-gcode-for-3d-object.3322/
but I must advise you that the 3D cutter is inaccurate at this time.
A better way is to draw your component in Sketchup, then export to STL file (you will need a plugin... http://openbuilds.com/resources/convert-sketchup-to-dxf-or-stl-and-make-anything.126/).
then use PyCAM http://pycam.sourceforge.net/ to generate the Gcode.
Do watch the tutorial videos! This is complicated software, the better the output the more complicated the setup and the video will get you going properly.
Also, preview the Gcode before cutting, I've had some stuff come out upside down which I fixed by reversing some faces in Sketchup.

 

btw on closer inspection of your drawing I see that the cutlines between the objects are touching.
this normally results in either faulty Gcode or no gcode for parts of the drawing.
you will need to leave a 'larger than bit diameter' gap between the objects so that the cut lines do not touch.
each outside cut must be a simple loop for the generator to work correctly.