Convert 2D points (screen coordinates) into 3D points

The monitor/lcd screen is actually a 2D space. Any point having both x and y values can be plotted over a monitor/lcd screen.
How is it possible to have a third coordinate or a 3D look on a 2D space?
The concept of 3D in the above mentioned case is a third coordinate namely 'z'.
The effect of using the 3rd coordinate on a 2D space appears in terms of 
 1. "ZOOMING In or Out"
 2. "Which object/item/thing should come to forth or back".

 In case of GUI development a very infamous term Z-order is used which decides
 which object/control should come above which object etc.

 Whereas Zooming In(object is magnified/bigger) or Out(object is de-magnified/smaller),
 either of the two to choose, the z coordinate decides. 
 Also the lightening-effect and the shadow-effect plays a very important role in case of 3D games. The concept related to them is called "Ray Tracing".

I hope the above would help a bit.
Also the Graphics which is taught in our department have few chapters covering all the basic concepts and implementation details of a 3D. Moreover if you want to head-start with programming you might get most of the help from DirectX/OpenGL/Java3D topics. In case of DirectX, Direct3D will suffice your need.
 
I found following article from a Microsoft MVP (Most Valuable Professional) site about Direct3D and Ray Casting: http://www.mvps.org/directx/articles/rayproj.htm hoping that it will help.

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