Hey on first game of secret agent at the menu it says; this program is shareware? is that true? :/

Yeah, technically the first episode of all the Apogee games are shareware. :) The rest of the episodes aren't. It functioned as a demo, essentially, to show off the game freely and to get people to buy the full games. As a kid, I got weeks of entertainment just out of a single one of those shareware episodes. Even then before the Internet, we sometimes had to buy the shareware episodes in stores and at computer fairs. I don't think the companies got much, this guy got 30 cents for every copy of a $5 game he sold:
http://pieintheskysoftware.com/menuitem-resources-history.html

but in this situation game should be full version? Paying for shareware?

Episodes 2 and 3 explicitly say 'Not Shareware'. Each episode runs from a separate executable, and it seems that back then you couldn't 'register' the first episode so that it wouldn't say that it's not shareware anymore. There was probably no reason to, since there wasn't any difference between the shareware version of Episode 1 and the version that came with the rest of the episodes. Unlike, for example, Bio-Menace Episode 1, where the shareware version had nag-screens asking you to buy the full game, which you had to sit through for up to half a minute between later levels. Then the full version had a registered version without the nag-screens.

So what is being sold here? Is it just episode 1 or all three episodes?

Of course all three.

Okay, awesome!