The simplest way to explain this, is depth of field is how much of the scene is in focus.
With a low f stop (or large aperture), something like f5.6 you will have a shorted depth of field (less in focus) than if you use a higher f stop (small aperture).
The aperture is how wide the lens opens for letting light in. A low f stop means a wide opening, a high f stop means a narrow opening.
Virtually all my photographs (digital excepted) are taken on the highest possible f stop setting (in other words the smallest aperture possible).
Depending on the lense you are using, this should be from f22 to f32.
As a result and depending on lighting this means very little light is getting through, therefore to compensate you need to leave the shutter open for longer.You are looking at a shutter speed of 2″ to 4″ (as in two to four seconds), therefore a tripod is essential.
This is a shot using an aperture of f 5.0 with a shutter speed of 1/6th of a second. Notice how blurred the rear and front Orks are.
This shot uses an aperture of f 32, but a six second shutter speed, notice how all the Orks are in focus.
More on photographing miniatures.