Depth, which is closely connected to separation, describes the dimensionality of a shot. Usually a shot should have a foreground, mid-ground and background to produce a 3 dimensional image. This dimensionality adds clarity to the frame and separates story relevant elements for example an actor in the foreground from a building in the background. There are a lot of different techniques to add depth to a scene like using practicals, adding smoke, bright to dark or dark to bright depth cueing, shallow depth of field, layering object from foreground to background,…

Fore- to middle ground: Strategically lit luggage container. Background: Airport navigation lights.

Practical lights and moon hitting the floor used to create depth

Dark foreground actor with soft rim. Midground actor lit from above. Background washed out using smoke.

Dark to bright depth cueing. Strong reflection on trailer and water add extra dimensionality.

Silhouetted actor for a clear read in foreground. Mid- to background: Wall brightly lit with darker patches inbetween to give extra depth. Additional street lights in the far background.

Even though the lighting it self is rather flat, the smoke from mid- to background adds a lot of depth.
In comparison to the examples above this shot from ‘Bridge of Spies’ has hardly any dimensionality. Only the shallow depth of field adds a bit of depth to it. You get also the impression that foreground and background are in two different worlds almost like the actor is in front of a canvas. The reason for this shot being so flat is the frontal lighting. There are barely any shadow or any light wrapping around his face or the helmet.

The shot is rather flat except for the shallow depth of field.
Unless there is a very good reason don’t use frontal lighting. It will produce very flat images without any dimensionality like in the example above.