Saint Agnes was a consecrated virgin.
On the news we heard of something that rarely happens today, a woman undergoes the path of a consecrated virgin. This means she has officially made a vow of celibacy and chastity to devote her life to prayer and service to the Church. A consecrated virgin is not exactly a nun; a nun belongs to a monastic society and so she is part of a community whereas a consecrated virgin makes a vow of celibacy and chastity as nuns do except a consecrated virgin does not belong to a monastic society, so she does not live in a monastery or abbey.
The vocation of consecrated virginity is an ancient one. Saint Paul, Tertullian and many other ancient Christian writers mention this unique vocation which has existed long before the monastic life was officially founded. Saints Agnes, Agatha, Cecilia, Lucy and others were all consecrated virgins. They devoted their lives to prayer and service of the Church as Saint Paul says, “An unmarried woman or a virgin is anxious about the things of the Lord, so that she may be holy in both body and spirit” (1 Corinthians 7:34). He even says that “to the unmarried and to widows, I say: it is a good thing for them to remain as they are, as I do, but if they cannot exercise self-control they should marry, for it is better to marry than to be on fire” (vv. 8-9). The Church teaches that celibacy is better than marriage since it is a preparation for the kingdom of God in which the saints “neither marry nor are given in marriage but are like the angels in heaven”  as Our Lord Jesus Christ said.
Marriage is still a good that God gives to many for the sake of a man and woman to express their love in a unique way in the sense of physically expressing their love and having children in the process. As Saint Paul said, “If you marry, however, you do not sin, nor does an unmarried woman sin if she marries” (1 Corinthians 7:28). So the Church does not frown upon marriage at all. It is a great and holy vocation. The Church simply sees celibacy and marriage as opposite sides of the same coin.
So what are the requirements to be a consecrated virgin? You must be a woman who has never been married and never had consensual sexual intercourse, promise to live in perpetual virginity, prayer and service to the Church, and must be consecrated by a bishop of the Church. The bishop has to discern if you are serious about the vocation and if he sees you fit for this vocation; obviously due to its controversial nature in the eyes of the world it must be taken seriously and should be considered only by those who are serious about living this lifestyle.
“And so the holy virgin, . . . professed her intention of preserving her chastity, . . .” ~ Saint Ambrose (Concerning Virginity 2:4:22)
You can find more information here: http://consecratedvirgins.org/
 Matthew 22:30