Hi
One great secret you should never told to anyone... there is a great place called help.sap.com where you can find a lot of information.
Using a search engine like Google you can find an answer to all your questions...
https://www.google.com/search?q="SAP+Host+agent"+site%3Ahelp.sap.com
https://www.google.com/search?q="Diagnostic+agent"+site%3Ascn.sap.com
Sometime it's better to search that to ask.
Please enjoy that magic !
Regards