The Machine Agent, which monitors performance statistics for the machine, is a separate component from the App Agents, which are designed to monitor specific applications. It does not come bundled with any of the App Agents.
You can download the Machine Agent for Windows here:
One more thing to note: if you install the .NET Agent and Machine Agent on the same Windows machine, there is an additional step you need to take in order for the two agents not to conflict with one another. Please see the documentation here about enabling .NET Compatibility Mode: