Yes it is in the main menu. At the very top left of the main menu (once you have turned your camera on and pressed "Menu" at the back that is) you have the symbol for visualising images, go to it, open that menu, and in that window go to "Image Review" and turn it "off". You can also read the user's manual (if you do not have it you can download it free as a pdf from the Nikon website) that can be helpful.
I use x-rite i1 studio and find it really good and get great prints that look exactly as they do on screen. I waste absolutely no ink or paper on trial and error. I have a canon printer and the ICC profiles I have downloaded are also very good, but on occasion I have had trouble finding a profile and the x-rite system comes in to its own. You can also calibrate your screen, projector etc with the same bit of kit.
Sometimes bigger is better! If you want even more fun go to Red River and order their sample pack. Results can be outstanding. I especially like their metallic paper.
Bob, personally, I would not give up the darkroom. In fact, if you can move your computer setup in there, that would be ideal. Once you move out of it, you'll be out of it forever. --Bob
Depth is a filter that relates to cameras that record a depth map - or the distance from objects to the viewpoint. This is information that is encoded in the metadata and is used to create 3D images. I am not sure which cameras do this, other than Apple iPhones.