All current EOS cameras offer a choice of focusing modes in Live View.
Check your Instruction Manual (downloadable here) for the focusing options your EOS has. One of the advantages of using Live View is that it lets you see the depth-of-field more easily than with the optical viewfinder.
The depth-of-field button (photo above) lets you see how the image will look at the selected aperture. Wide apertures such as f/4 give a narrow depth-of-field; only a small area in front of and behind the plane of focus will appear sharp. Small apertures, such as f/16, give a wider area of apparent sharpness.
Less light reaches the sensor when you reduce the size of the lens aperture for depth-of-field preview. This darkens the image seen through the optical viewfinder. However, the view on the LCD screen on the back of the camera does not darken because the camera amplifies the light that is reaching the screen to give you the Live View feed, making it much easier to see the depth of field.