How does nanny payroll/taxes work? Worth it to use agency?

Hi there, I'm a first time mom learning about childcare options and am already feeling somewhat overwhelmed. I would like to hire a part-time nanny for my baby once my maternity leave is over, but I am confused about how nanny payroll works. I've heard of using a payroll app, or going through an agency. Does the agency help set up all the employer IDs/tax info for you? 

What do experienced hirers recommend? Thank you for any insight!