If there's no certificate on your dxagent, you can create them using
$DXHOME/dxagent/setup_dxagent.[sh|bat]
A host or a dxagent are 2 different terms for the same concept. As per doc :
"A host or dxagent is a single computer with CA Directory installed on it."
You have defined an Environment where you'll set more than 1 dxagent (hosts). On the host you define will correspond to the DSA. So in the environment, you'll see the status of all of them.
As connections to all the dxagent are done in SSL, so each dxagent (host) should have its certificates.