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.Fileless.MTGen is a generic detection for fileless infections that gain persistence by creating registry keys. In the majority of the cases, these registry keys are designed to run Powershell commands that carry out the rest of the infection. Other than Powershell, we have also seen the mshta command.
More information about fileless infections can be found in our blog post, Fileless Infections: An Overview.