If you want to see all of the Closed listings an agent has been associated with, go to Search> Cross Property Search. A Cross Property search will allow your results to include multiple/all property types, but you can certainly follow these instructions just for a specific property type (SF, for instance) if desired.
Remove the check in Active, put a check in Closed and remove the date range in the field to the right of the Closed field.
Scroll down to the bottom of the search screen and enter the agent's MLS ID in the Agent (ID)s field:
This will show all Closed listings (for sale and for rent) the agent was associated with, regardless of which side of the transaction they were on.