If I understand it correctly, if I need to use Intellisnap for a SQL or Oracle database, I need to intall the mediaagent software on the client?
IntelliSnap - Deployment - SQL Server iDataAgent
To set up your environment for IntelliSnap, you must install the SQL Server Agent with the MediaAgent.
Adding to efg's comment
If you are looking to setup Oracle Intellisnap, please refer to the following Documentation http://documentation.commvault.com/commvault/v11/article?p=90407.htm
For different IDA's you will have different requirement, so I would recommend to review the specific IDA configuration for Intellisnap.