Depo is approximately 99% effective when used as prescribed. However, there is always that 1% possibility. This 1% possiblity does result in some unexpected pregnancies, but is usually the result of medication side effects, going too long between your scheduled shots, or occurs during the timeframe between the first and second injection (body is not yet fooled into thinking it is pregnant).
Most likely not, the depo shot is to prevent pregnancy. But there is always a chance of becoming pregnant if you are having sex. Even if you use prtotection and the depo shot.
the whole 'goal' I guess you could call it of the depo shot is to 'trick' your body into being pregnant so that the egg is not released.