You can't trigger them with the built in flash unless you add slaves to trigger them. The 420 & 430 EX are triggered remotely by an infrared signal, not just a flash. These can trigger them just because it sees a flash occur.
However they can't control the output as they are just a triggering device.
Adding to what was said above, we have our own device that can trigger your Speedlite 420EX and Speedlite 430EX. It is the Speedlite Transmitter ST-E2. This mounts to the hotshoe on top of the camera. When you take a picture, the camera sends a signal to the transmitter, which sends a signal to the flashes to trigger them.
On some of our newer camera bodies that have a built-in flash, the flash on the camera can function as a master. However, this was a newer function that was not available on the EOS 40D.
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