As gwebster said, the station type must be a J169CC or J179CC (or older 96xxSIPCC set) for the Agent functions to work. Non Call Center phones will not allow you to program the Agent Login, AUX Works, or other buttons.
As for the Agent, there is no "SIP" agent type - just the normal Agent.
If you want to assign the Agent to to the User, you can create a secondary SIP profile under the User but that isn't required.