Camera with DOF - what am I missing?

Hi everyone!

No matter what kind of camera I am using. My DOF is not showing up.
I was setting up one simple scene with Teapots.

Here is a short quick Video & Audio that shows the problem:

https://forums.unrealengine.com/filedata/fetch?filedataid=164774&type=thumb

What am I missing here?
Why is the DOF not working?

Thanks for any little help,
I really do appreciate that!