Sixth generation (6G) wireless technology is anticipated to introduce Integrated Sensing and Communication (ISAC) as a transformative paradigm. ISAC unifies wireless communication and RADAR or other forms of sensing to optimize spectral and hardware resources. This paper presents a pioneering framework that leverages ISAC sensing data to enhance beam selection processes in complex indoor environments. By integrating multi-modal transformer models with a multi-agent contextual bandit algorithm, our approach utilizes ISAC sensing data to improve communication performance and achieves high spectral efficiency (SE). Specifically, the multi-modal transformer can capture inter-modal relationships, enhancing model generalization across diverse scenarios. Experimental evaluations on the DeepSense 6G dataset demonstrate that our model outperforms traditional deep reinforcement learning (DRL) methods, achieving superior beam prediction accuracy and adaptability. In the single-user scenario, we achieve an average SE regret improvement of 49.6% as compared to DRL. Furthermore, we employ transfer reinforcement learning to reduce training time and improve model performance in multi-user environments. In the multi-user scenario, this approach enhances the average SE regret, which is a measure to demonstrate how far the learned policy is from the optimal SE policy, by 19.7% compared to training from scratch, even when the latter is trained 100 times longer.