1) Welcome to the Party!
2) As you are obviously new here, I have some suggestions to help us all help you:
When you post, please post your entire configuration including (but not limited to) your installation method (7.X.X?) and vicidial version with build (VERSION: 2.X-XXXx ... BUILD: #####-####).
This IS a requirement for posting along with reading the stickies (at the top of each forum) and the manager's manual (available on EFLO.net, both free and paid versions)
You should also post: Asterisk version, telephony hardware (model number is helpful here), cluster information if you have one, and whether any other software is installed in the box. If your installation method is "manual/from scratch" you must post your operating system with version (and the .iso version from which you installed your original operating system) plus a link to the installation instructions you used. If your installation is "Hosted" list the site name of the host.
If this is a "Cloud" or "Virtual" server, please note the technology involved along with the version of that techology (ie: VMware Server Version 2.0.2). If it is not, merely stating the Motherboard model # and CPU would be helpful.
Similar to This:
Vicibox X.X from .iso | Vicidial X.X.X-XXX Build XXXXXX-XXXX | Asterisk X.X.X | Single Server | No Digium/Sangoma Hardware | No Extra Software After Installation | Intel DG35EC | Core2Quad Q6600
3) Callbacks are NOT automatic. (This is more of a rule than a system constant, but if you try to break the rule, you'll end up changing back eventually.) Otherwise, the agent would always be talking to someone else when the callbacks come in and they would DROP. LOL
4) For each agent you must also add manual dial. Agents will get a message on their agent screen that they have callbacks. Then they pause. Then they click on the callbacks notification link ... then they have a callback interface allowing them to call each of their callbacks. That "manual dial" step does not work if they can not ... manual dial.
5) Pretty sure this is in the Vicidial Manager's Manual. Even the free version. Have you looked?