Adding on to this, burning plastic not only smells, but tends to be toxic, so if you want to use the laser on a print, make sure you have very good ventilation for the fumes and maybe look up the SDS for the material.
As jcknox mentioned, you probably won’t be able to cut things that are too thick, as you can eventually get the issue of the laser being blocked by your material before reaching the cutting area of the laser (the laser is not a line, but a cone and if you are too far from the tip of the cone, there isn’t enough energy to cut). You can adjust the focal distance if you need to reach past obstacles that the head might run into as discussed here but be aware that this will mess up the calibration routines of the machine and may void your warranty.