I don’t have a specific link, but I daresay that there are shader tutorials around that would cover the basics. (Considering also the manual’s information on the matter, which conveys some of the tools that Panda provides to this end.)
You would then create (in code) a simple quad that covers the screen, and apply your shader to that.
That doesn’t necessarily hold: Procedural generation can be used to produce models on-the-fly that are then rendered. A model isn’t necessarily a file on your disk–it can exist simply in RAM.
(The manual covers one way of doing this here.)
See also this project:
Still, for “thousands of agents”, a shader might be more efficient.
Which brings me to another concern: I’d suggest running a performance test to check that Python runs fast enough to control quite so many at an acceptable frame-rate.