Hi Misco,
I had the same problem. I now know how to do it. Set the nearest point of your subject (A) and then press on MENU/OK and then set the furthest point (B) of your subject and then press the shutter release. It works very well by me.
Find instructions in this article: https://camerajabber.com/tutorials/how-to-use-fujifilm-focus-stacking-mode/