How do I change the size of the image, and how to change the depth of the cut? I am just now learning the X Carve and easel works, so far I am having no good lock. Please help.
To change the size of the image highlight the whole thing then grab on to 1 of the corners and move it out to the size you need. Then got to the shape mode and at the bottom set the depth you want and if you want a pocket or around it. 
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Wayne’s advice is absolutely right if you just need to massage an image into shape to fit your materials. I just want to add that you can also set the image to a specific, measured size. Notice the little “padlock” symbol on the shape menu. This is the “lock proportions” switch. Using this allows you to specify one of the dimensions and forces the other one to change with it so that the over all proportions of the image remain consistent.
While the preview pane shows the results reasonably well, I find that my students really don’t “get it” until they carve something and screw it up. So each semester I cut up a couple of 4x8 sheets of 1/8" masonite and 1/4" MDF into 5.875" square “tiles”. I have them experiment with scaling, aligning, masking, cutting inside, outside and “on path”, engraves, pockets, inlays and through cuts etc. until they really understand how the machine works. I’d recommend this to anyone just getting started with X-Carve.
Have fun with your machine.