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A Lambda agent runs as an AWS Lambda function. The gateway invokes the function through the AWS API, so you need no Function URL or API Gateway. The function then calls back to the gateway for runtime operations and telemetry.
Lambda agents require a deployed gateway with AWS credentials.

Where Lambda agents run

A Lambda agent runs in your own AWS account. You wrap your agent with the SDK’s Lambda handler and deploy it as a standard Lambda function.

What a Lambda agent needs

The gateway can reach the Lambda API through a Lambda interface VPC endpoint, so invocations stay off the public internet. Lambda suits bursty and low-volume agents, where you would rather not run idle containers. Account for cold starts when you size the function.