While I don't use SSH Agent on my own machine, I've used it before. (I use the sshLogin prefpane.)
IIRC, all I had to do was push the "Add Identity" button in a window that I think I got from a menu item. (Don't remember exactly which, though.) Then I selected the id.pub file from the ~/.ssh/ directory.
That's all I did, except adding SSH Agent to my login items, then log out and back in again.