I'm running a Web Agent and I'd like to know how to make the resource
URL available for the backend application by sending a Header through
a response. Is that feasible ? How can we achieve this ?

Release: MSPJBO99000-12.52-Single Sign-On-Agent for JBoss-for MSP
Component:

At first glance, if you use the Variable Type as "Request Context 
Variables", you might be able to implement this. 

Request Context Variables 

Resource 
Indicates the requested resource, such as /directory_name/. 

A request context variable can capture any of this information and can 
make it available for inclusion in a policy expression or 
response. The key benefit of this type of variable is to provide 
fine-grained request context information without any programming 
logic. 

https://docops.ca.com/ca-single-sign-on/12-8/en/configuring/policy-server-configuration/variables#Variables-VariableUseinResponses