How do I know if the DEM contains z-values?
I am looking at the DEM's layer properties and it does not mention the z values.
I then add it to ArcScene and tried to find it without success.
It only shows the x,y values.
You should see a value which the image is stretched by when you add it to ArcMap, as in this:
Then by switching to stretch type min-max you will see a more accurate elev value, as in this:
which produces this:
A nice touch then is to use the USGS color palette to show elev.