and the agent default runtime mode is docker correct?

Actually the default is venv mode, to run in docker mode add --docker to the command line

So I could install all my system dependencies in my own docker image?

Correct, inside the docker it will inherit all the preinstalled packages, But it will also install any missing ones (based on the Task requirements. i.e. "installed packages" section)

Also what is the purpose of the

aws

block in the clearml.conf? Where are those values used?

Access to S3 buckets / credentials (passed to the internal StorageManager artifacts uploads etc)