If nothing is happening when you press the 'Home Z' button you need to home x and y first. What versions of firmware do you have on the Duet. The later ones require an extra parameter on the G1 in your homing files in order to allow z movement in the homex.g, homey.g and homeall.g before z is homed.
It is S2 or H2 depending on the version
My homex.g:
G91 ; relative positioning
G1 Z5 F600 H2 ; lift Z relative to current position
G1 H1 X-320 F4000 ; move quickly to X endstop and stop there (first pass)
G1 X5 F1800 ; go back a few mm
G1 H1 X-320 F360 ; move slowly to X axis endstop once more (second pass)
G90 ; absolute positioning
See Duet G-code