Couldn't find sql server agent in Sql Server 2014 Management Studio?
No you cannot have SQL Server agent feature in express edition of SQL Server. To get that you would have to upgrade to licensed version of SQL Server like Enterprise, Standard, Web and Developer editions. Just so that you know you can see the SQL Server agent services in express edition but that cannot be started.
If you want to use scheduling to schedule jobs you have to rely in windows scheduler 

From SQL Server 2014 onwards the developer edition is free to download and use and this version has SQL Server agent feature. The only limitation is you cannot use developer version in production, you can ONLY use it in development and testing environment.