When using 3D, the Z-axis parameter appears in the list of settings. You can have the Scale locked or separated. When the Scale is locked, the object you are scaling is uniformly resized in three directions. When the Scale is separated, the object you are scaling can be squashed and stretched in any direction without affecting the other ones.
NOTEYou cannot add thickness to an object by scaling it in the third dimension. Three-dimensional scaling is used to scale objects that were rotated on their axes or to scale a group of objects laid out in three dimensions.