Read here to ensure system packages are installed
Download the appropriate agent from github releases
From the cmdline:
~/Downloads$ curl -kSLO https://github.com/Microsoft/vsts-agent/releases/download/v2.100.1/vsts-agent-rhel.7.2-x64-2.100.1.tar.gz
~/$ mkdir myagent && cd myagent
~/myagent$ tar xzf ~/Downloads/vsts-agent-rhel.7.2-x64-2.100.1.tar.gz
~/myagent$ ./config.sh
If you didn't run as a service above:
~/myagent$ ./run.sh
That's It!