Trojan.Agent refers to a generic Trojan malware detection. It is used for detections that are either associated with no specific malware families or not enough information is available to pinpoint the malware family.
This is a generic detection type for Trojans that change the proxy settings on the infected system.
Since this is a generic detection, this threat is not confined to any particular infection method. It is advised to check other detected items for more detail on how the threat got on your system. Otherwise, following basic security practices will reduce your exposure to this threat.
Malwarebytes completely removes this threat, however, it is recommended to do a system reboot to completely undo the changed proxy.