The PlugIn is a .hpi file which will not install from the Splunk Manage Apps console.
The hpi file is the Jenkins plugin. This needs to be installed via the Jenkins plugin manager like any other Jenkins plugin.
The second part of this solution is the splunk app. This is installed like all other splunk apps.
Once you configure the Jenkins splunk plugin, you should start to see data flowing into splunk.
In addition to @araza, you need to enable HEC collector on Splunk. Create HEC token and then configure that HEC token at Jenkins side.