Why security features are missing in my WSO2 DSS?
Do I need to install a feature? If yes, which one?
AFAIR the security features are now moved to Developer Studio. You can use Developer Studio to achieve those features. You may refer webinar in  which is for WSO2 ESB 4.9.0
 - http://wso2.com/library/webinars/2015/12/how-to-secure-your-enterprise-services-with-wso2-esb-4.9/