SQL Server Agent is a Windows service that is installed with the SQL Server Database component of SQL Server. It is available in Standard Edition and above. Please note that it is not included with the SQL Server Express nor is it supported (currently) with SQL Server Azure. It is made up of various components that include the following items below. Also note that you can configure all the components of SQL Server Agent through SQL Server Management Studio (GUI) or by utilizing the SQL Server Agent stored procedures.
A job is made up of actions or commands that you want SQL Server Agent to perform. These actions can be divided up into steps and create a unique sequence of events. If you utilize SQL Server Maintenance Plans these are created as SQL Server Agent Jobs.
A Schedule is configured for each job to automate when the job executes. You can configure a schedule to be run once, on a recurring basis (daily, weekly, etc.), or even when the CPU is idle. A job can contain more than one schedule.
An alert is configured to fire off an automatic response to a certain event. You can configure an alert on one of three events: SQL Server event (e.g. error code), SQL Server Performance Condition (perfmon counters specific to SQL Server), or WMI events (utilizing WMI queries, specific to the local server).
An operator provides the ability for SQL Server Agent to notify an individual or group of individuals based on email or pager (through email). Net send is also an option however it is on the depreciation list as of SQL Server 2012. In order to use the notification you must configure the SQL Server Agent Alert System with a Database Mail profile.
Questions related to this subject are tagged: sql-server-agent
You can learn more on SQL Server Agent through the links below:
SQL Server Agent
SQL Server Agent Components
SQL Server Agent Stored Procedures
SQL Server Agent Security
SQL Server Agent F1 Help Configure SQL Server Agent to send job status and alert notifications