If you don’t hear back, follow up after the stated response time (usually given in the submission guidelines) using the same method as the original query. If no response time is given, wait about one month. If querying via snail mail, include another copy of the query. If you still don’t hear back after one follow-up attempt, assume it’s a rejection, and move on. Do not phone or visit.
If an agent asks for an exclusive read on your manuscript, that means no one else can read the manuscript while they’re considering it. I don’t recommend granting an exclusive unless it’s for a very short period (maybe 2 weeks).
In non-exclusive situations (which should be most situations): If you have a second request for the manuscript before you hear back from the first agent, then as a courtesy, let the second agent know it’s also under consideration elsewhere (though you needn’t say with whom). If the second agent offers you representation first, go back to the first agent and let her know you’ve been made an offer, and give her a specific timeframe in which to respond (one week is plenty).