Just add appropriate z variables and render in 3D?

Code:

int numAgentes = 44;
agente[] agentes = new agente[numAgentes]; ; 

void setup(){
 size(600,400,P3D);
  frameRate(30);
  for(int i=0;i<numAgentes;i++){  
    agentes[i] = new agente(random(133), random(133), random(133));  
  }
}


void draw(){
  for(int i=0;i<numAgentes;i++){  
    agentes[i].mover(); 
    agentes[i].dibujar();  
  }
}

class agente{
  float xx;
  float yy; 
  float zz;
  float dx;
  float dy;
  float dz;
  float direccion = random(TWO_PI);
  float velocidad = 5;
  
  agente(float x, float y, float z ){
    xx = x;
    yy = y;
    zz = z;
  }
  
  void mover(){
    cambiaangulo(20);
    dx =  velocidad * cos(direccion);
    dy = velocidad * sin(direccion );
    dz = velocidad * sin(direccion );
    xx += dx;
    yy += dy; 
    zz += dz;  
  }
  
  void dibujar(){
    pushMatrix();
    translate(xx,yy,zz);
    rect(0,0,10,10);
    popMatrix();
  }
  
  void cambiaangulo(float amplitud) {
    float radianes = radians(amplitud);
    direccion = direccion + random ( - radianes , radianes);
  }
} 
 

edit: Thought it was worth passing on some good practice: rather than using 'magic numbers' in your code - in this case the number of 'agentes' - set this value in a variable and reference this as and where necessary.  Now you only have to change the variable to change the number of agentes, rather than hunting down all the hard-coded numbers.

Finally, a neat short-cut:

xx = xx + dx;

can be written as:

xx += dx;