In the section VERIFYING THE CONFIGURATION it talks about an extension message filter that I cannot find listed, and also discussion of the "SpamAssassin Agent" which I also cannot find. Is this:
a installation option
supposed to be installed by the SpamAssassin in a Box
In the Enterprise Admin MMC if you select Servers > localhost > Extensions > Message Filter you should see the SpamAssassin filter (along with the Antivirus and Bayesian) in the right-side pane.
Are you running Enterprise 8.x which is where it was introduced I think ? If you are, are you maybe running the older MMC instead of the new one ? Make sure you are running MailEnableAdmin.msc located in the Admin folder of your ME installation.
I don't use this myself as I have a Linux server running SpamAssassin and use the MESpamC pickup event (http://mailenable.exhalus.net/mespamc) in the MTA.