first of all: this is only one way to do it; depending on your final goal other methods could make trick better.
depth data come out of ofxKinect in 3 flavors: a grayscale texture, the corresponding unsigned char * depth pixels and a float * array containing the distances in cm; if you want to segment your distances using openCV you’ll want to use the 2nd or the 3rd.
you can create an ofxCvGrayscaleImage and fill it with the unsigned char* pixels using setFromPixels(); then you can cut off the unwanted “grays” unsing a threshold or the inRangeS() function. If you need more precision you can load the float * distance pixels into an ofxCvFloatImage and use the same technique to select the cm range you need.