Super high attention to focus is a mandatory requirement for a laser cutter. It says so on the JTechPhotonics website and they do not lie! The documentation for the laser suggests a low power method of focusing. Namely using an onboard potentiometer to lower the output of the laser so you can adjust the focus by hand. I think you need to do this to get a rough focus but I would not worry about the detail much and jump to focusing by BURNING (which they also document here).
So here are the results of my focusing efforts and my first cut of something other than paper...in this case 1mm MDF board. You can see the pages that I used to focus the laser starting with movements of 1mm, then 0.5mm, and finally 0.25mm.
Once I had it narrowed in on paper I put a sheet of 1mm MDF under the laser and did another calibration test to confirm the focus...and then I did that first successful cut. Note the words "first successful cut"...as there were a number of FAILS prior to me getting serious about getting the focus correct.
Next step is to understand how many passes are needed to cut various depths of various materials. I am hoping there is something to this effect on the web to help but if need be I will do my own.