In order for the 450D to control a flash via E-TTL, an E-TTL compatible flash or transmitter needs to be physically connected to the hot shoe either directly or via an off-shoe cable or external wireless trigger that is E-TTL compatible. Until the recent release of the 600EX-RT the Canon wireless system was an optically controlled one that uses pre-flashes to meter and communicate with any off camera flashes. A few recent bodies with built-in flash (beginning with the 7D) can control off-camera slave flashes optically using the built-in flash. Earlier Canon bodies with built-in flash, such as your 450D, do not have this feature. The only option for radio control of a Canon flash was to use a third party wireless trigger system that is E-TTL compatible and allows communication in both directions between the camera and flash unit. For optical control either a 'Master Capable Flash' or 'Master Transmitter' must be used with the 450D. The 600EX-RT now has radio, as well as optical, capability when paired with another 600EX-RT or when using an ST-E3-RT radio transmitter mounted on the hot shoe. The older ST-E2 wireless transmitter is only capable of optical control.
Beyond that, what functions your camera can control are dependent upon the capabilities of the connected E-TTL flash unit. Since your EOS 450D/Rebel XSi is a Type-A camera that can use all the features of EX-series
Speedlites, it supports any camera controllable E-TTL feature if the attached flash is capable of that feature (See ppg. 117, 166-67 of the EOS 450D/Rebel XSi user manual). If the external flash is capable of manual output power then power output will be controllable via your camera's menu. If the flash is not capable of manual adjustment, then that function will not be available to you in the camera's menu.
If the flashes are capable of being used in groups and ratios, then your camera can control them via the menu. With multiple flashes, a 'Master Capable Flash' such as the 580EX II or "Master Transmitter" such as the ST-E2 must be connected via the hot shoe (directly, cable, or wireless trigger). The others may be either 'Master' or 'Slave Only' capable.
Here is a chart that outlines how the optical control process works.