If he's a larger type dog, he shouldn't be doing much until he's 18 months to 2 yrs of age. He can damage the growth plates in his long bones. He can do very low jumps and the weave poles slowly. But any wild, jerking, repetative movements can be damaging. But there might be a puppy agility class in your area where they start you out so your dog can still have fun but not hurt his bones and joints. I started Lyric, my Dobe at around 6 or 7 months with very easy does it kind of agility.
I think that website with the starter kit looks like a rip off. (no offense Beagle lover girl...nothing personal there)All you're getting is some cheap looking weave poles and a tunnel which appears very short and one jump and some other odds and ends which you could do easily yourself.
There are a lot of sites you can look for which will show you how to make your own agility equipment, some of which is using pvc piping. If you buy the real stuff already made, it's very expensive.
I think someone on here was making their own and showed pictures. You might try doing a search on this forum for equipment. Good luck. It's fun.