I totally agree that at the beginning, the concept or zones, endpoint etc. is quite hard to understand.
Especially hard to get, if you are new to monitoring.
Master:
The master(s) are the alpha and omega. They know all hosts, services and so on.
In short: They know everything.
Masters can execute checks directly or indirectly by a satellite.
If the master checks directly, the endpoint (see below) is in the zone of the master.
Satellite
They execute checks of specific zone. Instead of the masters, the checks for this zone are executed by the satellites and reported back to the master.
If the zone gets to big, another satellite can be installed and the satellites share the work for their zone.
It is not always necessary to have satellites, that depends on the infrastructure.
Endpoints
Each host in a zone is an endpoint; also master and satellite. Endpoints are in 1 (one) zone, and in only one zone.
The endpoints, which are not master or satellite, only know their parent and the zone they are in (master or satellite zone - whatever called) and their own, unique zone, not the other endpoints.
I described something here.
Every icinga-agent, whatever role, can be installed by the node-wizard, but there are also other ways. Since this is a totally other question than your initial one, I am not sure was is the actual problem.
Maybe it is a bit easier if you explain us which points are not clear.
Greetings.