my Blue Hawk router table with router doesn't have any depth measurement guides - shouldn't that be embedded on the table?

I'm assuming you mean the gauge that most routers have for fence adjustment. It would be a nice addition; however we're stuck using a tape measure to make adjustments. Maybe Blue Hawk will correct this in the future.

No, Depth and width of cuts made are a router bit are largely a function of the size of the bit that is installed in the router. Every bit will be different.