I thought oDesk would have replied to this thread by now. Maybe they just missed it.
To the best of my knowledge, for a client account operating as an agency, the client account owner or the client's hiring manager needs to ask freelancers to join their agency. Again, to the best of my knowledge, I do not think freelancers can simply join an agency without being asked to do so.
Based on your skills, search for and apply to jobs with clients that are associated with an "agency." If you are contacted by an agency for an interview, use that as an opportunity to express your desire to join with that agency.
Best of luck!
For oDesk Support, please go to the oDesk Help Center https://support.odesk.com/
This article in particular addresses some of your immediate concerns: What is an agency? https://support.odesk.com/entries/23140576-What-is-an-agency-