If you're interested in the job, absolutely.
If not, for either you could ignore them, but:
It would be polite to respond to the direct employer thanking them for the offer but politely declining. If you believe they might have something that's more suitable for you, you could add that too - they might ignore it but no harm in keeping your name on their minds.
Regarding the agency, if you trust them (i.e. it's not just spam) and are keeping an eye out for a job, you could respond to the mail and tell them what kind of positions you are interested in. They may respect that and only send you mails for those kinds of jobs in future (which is good for you). Or they might not, in which case just ignore future mails from them (or redirect them to your Spam folder)