Swinds,
unfortunately you will need the information from the lens and the cutting head to set the focal length. Normally you would be able to adjust the nozzle depth by screwing it in or out of the nozzle holder so that you can get the focal point beyond the nozzle so the actual focal point is inside the material you are cutting, but to do this you would need the focal length to start with.
Can you post a link to what you bought or the manual?

Ian