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.
Trojan.Downloader is the generic detection for Trojans that download (and run) other malware on user systems.
Downloaders are often the first stage infection from attacks from an exploit kit or a malicious email attachment. They are usually small and pre-programmed to download and start other malicious files.
Malwarebytes protects users from Trojan.Downloader by using real-time protection.
Malwarebytes can detect and remove Trojan.Downloader without further user interaction.