Linux: Is it possible to know which options an installation was configured and compiled with?

You need to use ldd(1) to print shared library dependencies. If the zabbix-agent was compiled with curl suppport, it was linked dynamically against the libcurl library in compilation time.

I don't have a zabbix installation handy right now, but the procedure is simple:

# ldd $(which curl)
        linux-vdso.so.1 =>  (0x00007fff4572b000)
        libcurl.so.4 => /lib64/libcurl.so.4 (0x00007f07a4189000)
        libmetalink.so.3 => /lib64/libmetalink.so.3 (0x00007f07a3f7a000)

You should see libcurl in the output. Just replace curl with zabbix-agent.