1- Can I setup agency payment other than me like bank account details?
Yes, you can set up different payment options, including those that include transferring funds to your bank account.
2- Can I configure account of my friend with my Upwork payments if I don't have?
No, you can't link your account with other user's accounts.
3- Can I configure agency bank account for payment agianst my account upwork account?
Not sure what you mean, can you please clarify?