You might think that you invoice your clients and collect your money.
However, if you are working through an agent, they may ask you to complete timesheets and have them signed by the client and then return the signed timesheets to the agent weekly or monthly.
The agent will supply you with timesheets and instructions for submission.
They will then send their own invoice for your time to the client.
Alternatively, you may find yourself using a Self Billing system - you log onto the agency / client network, record your hours online and this is approved online by the client. The system will then automatically generate an invoice from the agent to the client - but you will probably still be asked to send in a manual timesheet so the agency can ensure the correct allocation of time.
(You will note that this system is for the agent's benefit, not yours.)
Under these circumstances, the agent will try to tell you not to send your own invoice to the agent or your client - they don't want it.
SEND THEM AN INVOICE ANYWAY!
If the only evidence you have of having done work is a time sheet, you will find it much much harder to persuade HMRC that you are not a disguised employee.
How your agent chooses to run their own accounting is entirely their problem. Don't let them try and hoodwink you into a problem.