You can make a layer appear to have depth by viewing it with a hillshade.

In order to see the hillshade layer through the landuse layer, you'll need to put the landuse layer above the hillshade layer in the ArcMap table of contents, and make the landuse layer partly transparent.

All land-use categories are currently drawn using the field Value and in random colors. You will see how to change the color of each symbol to show a more appropriate color for each land-use type on the map.