Hmm ... try pressing it in and see what happens. Some make/models need to press and hold. Some just press once to activate, and press another time to switch off.
Of course, focus on one subject, set the lens aperture to say f/11 and look through the viewfinder when you press it. Everything should go dark, and you can roughly 'see' what is in focus, and what is not.
The viewfinder of an SLR through the lens at its widest aperture setting may not be the aperture chosen for your picture. The DOF preview button allows the lens to closes down to the actual shooting aperture you chose ie f5.6.
In a way the photographer can view the depth of field of the final image. One thing to note is when the aperture closes down, less light comes through the lens, thus the viewfinder can get very dark. This makes details hard to see, especially if a small aperture opening is used. This is also where the DOF preview button get useless for f18-22. I think the use of DOF preview button at f/22 is not useful nor do you always need to see every detail.
It helps to composite your image dealing with light and shadow as the bright area stay bright and dark area darken. But 1st learn to custom you eye to darken viewfinder before hand.