I share Roger's confusion - the Canon 30D does not have an A-AEP mode.
It has an A-DEP mode which gives a guide to DEPth of field by illuminating the AF points that lie over the parts of the frame that will be in focus at the aperture and focal length you have chosen, when you half press the shutter button to auto-focus.
The clock symbol with the number 4 in the manual means that it holds this focus for 4 seconds after you release the button.
While keeping the shutter half pressed, you can also press the depth-of-field preview button which closes the iris to the aperture you have selected. This will make the image darker unless you've selected maximum aperture. As Graham says, you then have to look carefully to see what appears to be in focus.
The DoF preview is all but useless except in good light, especially with a smallish viewfinder, so I wouldn't worry too much about that. The AF point illumination may give you a guide to the depth of field, except that it does depend on the AF points being over the parts of the image you're interested in.
All in all, if the A-DEP mode wasn't there, I wouldn't miss it.
