Try installing the agent from the .deb file. You can find it here: https://sourceforge.net/projects/pandora/files/Pandora%20FMS%206.0/SP4Final/Debian_Ubuntu/
About the troubleshooting:
1. Take a look at the pandora_server.conf, the token "autocreate" should be set to 1.
2. Communications/firewall. If the agent has communication with your Pandora server, make sure that it can send the info by using the tentacle protocol (41121 TCP).
3. Make sure that "pandora_server" and "tentacle_serverd" services are running on your server.
4. If communications are ok and the agent actually sends the information successfully, make sure that Pandora is being able to process it. Stop pandora_server, wait untill the agent sends its XML file to the /var/spool/pandora/data_in folder (by default), and then start pandora_server, the .data files stored here should dissapear.