Hey this documentation is okay.

It's a good beginners guide, but most of it is already explained here: https://docs.microsoft.com/en-us/azure/devops/pipelines/agents/v2-windows?view=azure-devops

Do you use some tools to autmatically manage the build tools of your agent? Like choco or something else?

I've set up our windows based on prem agents to use choco and a maintainance pipeline - where I can update my tools without having to connect to the machine.