In WebAdmin under Log Management>>Device Configuration the link to the windows agent only points to the root of the system, not to a downloadable file (https://WebAdmin:4444).
BTW, the same concepts as posted in https://community.sophos.com/products/unified-threat-management/astaroorg/f/110/t/70165 will apply to this agent as well.
Make this agent silent install enabled, so that it can be disseminated by normal administrative means (Group Policy Software Install, SMS, SCCM, etc.) or you're just making something next to impossible for anything beyond very small business or home installs to use.