You can view and access your reservation on Delta.com. You can make seat selections, special requests, and request Medallion upgrades. I don't think you can make changes to the reservation on the website but rather would need to call the travel agent or the airline. Keep in mind Delta charges a fee ($50 I think - in addition to the change fee) to make changes to an agency issued ticket.
The agency handling fee is one downside. On the other hand, Delta.com can be buggier than some of the other travel sites so the frustration saved may be worth it.