I don't know much about CSA but yes 4.5 seems to be compatible with EIM 4.3.1 as per SRND.
From a quick search I don't think there is any standalone CSA agent that can be used with EIM (just like to old callmanager 4.x versions where would download a standalone agent with preconfigured policies)
My guess is that in order to have a security agent with your EIM you need to have the CSA MC (management center) and you also need to have cisco works and that's why you get the error message during set up. I think that the MC pushes the policies to the security agents among other things.
But as I said I am not an expert on CSA. Feel free to post on the security section of this forum. Maybe you can get more info.
Hope this helps.
Christos