What can be a better approach to install PE4 agents in a large scale(500+) machines? These machines are all windows VMs, not residing on any clouds. It is really a tough task to login to each machine and install manually.
What was already provided in the comments as far as orchestration tools.
You can also use WMIRemote, PSExec or PowerShell Remoting to perform the installs. For the installs, you could also use Chocolatey.