How do to know if the device picks up the DEP settings?
A screen similar to the one below must be seen during Setup Assistant.

What to know if the device has not picked up the DEP Settings?
First, run through the setup assistant to get the macOS desktop. Next, validate the DEP settings for the device are correct. To do this run the following command in the macOS terminal.
sudo profiles show -type enrollment
This should show output similar to the following.

Verify that the ConfigurationURL is a kacecloud.com URL and that the other settings match the chosen DEP profile for the device. If the settings are incorrect, double-check the device is assigned to KACE Cloud in Apple Business Manager and that the device is assigned to the correct DEP profile in KACE Cloud.
To install the DEP profile manually, run the following command in Terminal.
sudo profiles renew -type enrollment
This command should open the macOS Profiles system preference panel and install the KACE Cloud profile. Note that if you have enabled DEP authentication for this profile then you will need your DEP token to complete the enrollment. After the device has been enrolled, the standard macOS DEP MDM commands are all available – listing the local users, installing OS updates, and storing the bootstrap token in KACE Cloud. However, if you have added a macOS local admin account as part of your DEP profile then this will not have been created. The local admin account command will only run if the device is in Setup Assistant.
If you need the local admin account on the device, you will have to reset the device and run setup again. This could be done using the KACE Cloud Factory Reset command after enrolling it manually or the device needs to be booted into the Recovery Partition, the disk wiped and macOS re-installed.