The agent is part of the Unsupported Appstore plugin. Installing it, will make installation and updates of the agent very easy. You can find the appstore here: https://forums.plex.tv/index.php/topic/25523-unsupported-as-in-totally-unofficial-appstore/
Alternatively you can install manually by copying the XBMCnfoMoviesImporter.bundle directory in the plex Plug-ins directory.
e.g. To enable on Ubuntu, copy the bundle folder into /usr/lib/plexmediaserver/Resources/Plug-ins/