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In order to collect all the Agent vehicles you need to collect all the blueprints for that vehicle. You can see your collected blueprints in the inventory underneath R+D Materials.
The Scorpion, hammerhead and mongoose are all unlocked as parts of the story. However the other blueprints must be obtained through side missions or chests. The last story related blueprint unlocks after doing the first mission involving Ariadne.
I found the best place to obtain blueprints is the mayhem delivery missions. These are short checkpoint dashes around a section of the city. Very easy to complete and one of the rewards is a Guaranteed vehicle blueprint.
EDIT: The story cars unlock after the following missions: Hammerhead is the very first vehicle you use in the story, It is unlocked after you finish the mission that teaches you how summon vehicles.
Scorpion unlocks after finishing the mission "Skyfall" during Operation: Heaven Sent
And lastly, Mongoose unlocks after finishing the mission "Rise of the Bots" during Operation: Madhouse