Can Technomancers in 4th edition use agents? (Assuming the agents are stored on a commlink or something.)

yes. they can subscribe things to their living persona just like someone else can subscribe things to their persona.

it may be slightly different, however; a normal hacker probably has their agent running from their own persona, while a TM would be only subscribed to it (unless you choose to assume that a TM can have an agent CF, but that is at *best* a grey area of the rules, and most GMs probably will assume they can't).

Yeah, i assumed it would be run from something else. And if you wanted to put programs in it you would have to purchase the programs.

Since agents are given instructions either verbally or via the Command utility, a TM should have, or thread, Command as needed for particularly tricky situations.