I have a short story (non-fiction) that I would like to have published, not self published. This is my first venture into the literature field; do I need an agent? Or can I directly submit my work?
I've had a couple short stories published in literary journals. I'd suggest you submit your story to a few of them.
To choose which ones to submit to, look at story collections that you like. They usually print lists of journals where the stories have been previously published. So make your own list of journals where your favorite authors have been published. Then get a recent copy of those journals and read through, to make sure that your story will be a good fit for them.
Then follow their submission procedures closely. These days most journals are okay with you submitting to multiple places at once, as long as you withdraw your piece after it's been accepted someplace else.
Prepare to collect quite a few rejection letters. (Here's an entertaining essay about rejection written by one of my old teachers.)
My stories are fiction, but there are plenty of journals that publish non-fiction. The same process applies.