Hi,
agent installer is build using InnoSetup. There is MSI wrapper that can wrap installer exe into MSI suitable for GPO deployment - http://www.exemsi.com/inno-setup-and-msi, although I didn't try it myself. You may need to specify installer options for unattended installation - they described here: https://wiki.netxms.org/wiki/Agent_Installation_Guide#Unattended_installation_of_NetXMS_Agent_on_Windows.
Best regards,
Victor