The Phase 1 integrated variant set does not report the depth of coverage for each individual at each site. We instead report genotype likelihoods and dosage. If you would like to see depth of coverage numbers you will need to calculate them directly.
The bedtools suite provides a method to do this.
genomeCoverageBed is a tool which can provide a bed file which specifies coverage for every base in the genome and intersectBed which will provide an intersection between two vcf/bed/bam files
An example set of commands would be
samtools view -b ftp://ftp.1000genomes.ebi.ac.uk/vol1/ftp/data/HG01375/alignment/HG01375.mapped.ILLUMINA.bwa.CLM.low_coverage.20120522.bam 2:1,000,000-2,000,000 | genomeCoverageBed -ibam stdin -bg > coverage.bg
This command gives you a bedgraph file of the coverage of the HG01375 bam between 2:1,000,000-2,000,000
tabix -h http://ftp.1000genomes.ebi.ac.uk/vol1/ftp/phase1/analysis_results/integrated_call_sets/ALL.chr2.integrated_phase1_v3.20101123.snps_indels_svs.genotypes.vcf.gz 2:1,000,000-2,000,000 | vcf-subset -c HG01375 | bgzip -c > HG01375.vcf.gz
This command gives you the vcf file for 2:1,000,000-2,000,000 with just the genotypes for HG01375
To get the coverage for all those sites you would use
intersectBed -a HG01375.vcf.gz -b coverage.bg -wb > depth_numbers.vcf
You can find more information about bed file formats please see the Ensembl File Formats Help
For more information you may wish to look at our documentation about data slicing