This is by design of the operating system. These operating systems don't support remote access, hence it is necessary to install AVGAGENT locally, e.g. by using a Logon Script. The installation of AVG can be done remotely, but only if AVGAGENT is installed on the remote station.

The manual installation can be done as such:

You have to copy avgagent.exe, avgagent.lng and avgagent.ini files to a folder on the station and run command avgagent.exe /install /start. After that you can use all advantages of AVGAgent as remote installation of AVG or upgrade of AVGAgent.