An agent machine is a virtual or physical machine on which your agents run when performing scans. You can install agents on the same machine as the web server and Enterprise server to begin with. When you follow the installation wizard, this is the default option that is selected.
Alternatively, you can set up as many external machines as you want and use them as dedicated agent machines. In this way, you can spread your agents across multiple agent machines to avoid overloading a single machine with scans. You assign a maximum number of agents that are allowed to run on each machine. Please refer to the technical requirements section for more information about how many machines you might need to deploy.