I'm looking to create a film with my Nikon d3200 - tips?

I like how cameras change focus during filming - how is this achieved? I also like bokeh effect in the background with a focused forefront - how can I achieve this? Is there a camera mode (besides film record) I need to be in to achieve this?

Read the manual.
Your camera has nothing to do with film.

You change focus while recording video by turning the focus ring on your camera lens.