You just install the agent and connect Zabbix to it like any other device. So it would be setup in your Zabbix Server like any other equipment.
You may want to search the forum for others who've installed Zabbix.
Well, you need to decide what "traffic of the connected client changes suddenly, which is different from the usual data" means for you (I'm sure there is not checkbox labeled as such 
), configure that, and setup to be mailed when the threshold is met.
And that wouldn't necessarily mean something was hacked...you lost me on that part.