The audio agent (as well as the fingerer, the strummer, Stage and Workbench) is not part of the open source distribution, so you have to copy plugins/Eigenlabs/plg_audio for the audio plugin etc.
(Best do a comparison of your built binaries (in the tmp directory) and the official binaries with a compare tool of your choice and copy everything that is missing.)
If you need the sources: An old version of the audio agent sources is available in the EigenD 1.X repository - probably not worth the porting effort though:
As far as I understood John it might be possible to get your hands on the "private sources" earlier under an NDA (before the foundation comes into existance), if you want to enhance those.
Greetings,
NothanUmber