There is no such build-in feature.
- Azure DevOps provides free hosted agents that have a predefined set
of tools installed and configured for building and releasing your
apps.
- There is another option where you set up and manage your own agents.
This can be done by simply downloading the agent package, and run it
either on your local machine or any other computing platform even on
Docker container. It also gives you more freedom to install specific
dependencies for your build and release.
If you want to build your own agent during the pipeline. I would suggest you use Docker container to handle the process.
Microsoft has already created pre-configured container images on Docker Hub for everybody to use. But they’re Linux based and don’t contain any additional applications and/or packages so you’d probably still need to add those every time you run your build.
This repository contains images for the Visual Studio Team Services
(VSTS) agent that runs tasks as part of a build or release.
VSTS agent images are tagged according to the base OS, an optional
Team Foundation Server (TFS) version, and tools that are installed.
When used with VSTS, the agent version is automatically determined and
downloaded at container startup based on the account to which the
agent is connecting.
More detail step, you could refer this article: Build your own Azure DevOps agents with pipelines