Your assumption is correct. Z does work…, if you have one and it is configured correctly. 
This will depend entirely on what you have and how you have things set up. You are asking for assistance in understanding your hardware system which I can’t do for you. You have not identified the controller and firmware you are using nor how you have it set, so I am at a loss.
Not trying to be difficult, but you have made “assumptions” and present as if we should know what you have and just work. You need to share more when asking for help with your setup. It is, after all, a Do It Yourself system and we can’t see what you have done yourself.
There are many posts from a good group of JTech/XCarve users here that I find are willing to help as well. Have you tried using the search in the upper-right?
In our First Time User post, you will find a good resource for your setup.
- XCarve & Shapeoko: https://jtechphotonics.com/?p=10204