Hi,
Apart from the Security Guide ( as mentioned by Hiko ), you can also find the EM-Agent connection details in Java Agent guide. (for Java/.Net Agent )
Just to give a brief idea, Agent-EM connection can be done in many ways like - HTTP communication ( in case of firewall as well as Proxy server ), HTTPS , SSL etc. depending upon the Security needs.
For all these connections,, you need to configure your agents property file ( IntroscopeAgent.profile ) where you specify the Host (EM's IP ), Port ( as defined in <EMHome>\config directory ) and the socket factory.
Hope all these info answered to your queries.!
Regards,
Vaibhav