After replying to a question on the community site, I thought it would be a nice article by itself.
The Process of installing a WebMonitor agent:
The full process is described in the documentation.
You basically have to download the cartridge from support link
Upload it to the Foglight management server web console > administration > Cartridges > inventory
Deploy it to the fglam from which you want to run the agent (and the requests).
Create an agent.
Configure the base properties (it is optional, I have seen people giving at least the Alias Name as they wanted a good logical name) and activating the agent.
Notice you can repeat this and create multiple agents on different fglams that are running in different locations (just make sure you give them good logical names in the alias).
Then go to the webmonitor > administration home and click on the manage transactions
Click on the add button to add transactions, you have the ability to specify transaction names,set the webmonitor to get page header only or specify some expected content. Notice the bottom part of the pop up where you choose where the transactions are played from and notice the optional advanced options button
The optional advanced settings let you change the default thresholds for response times as well as specify proxy (note that if you are using proxy you will need to set credentials).
The result will be visible in the performance browser.
Notice you can also press on the "explore" button to see the drill-downs
Hope you find this useful.