Hello @mdargie! The API key is provided for you in the Netskope software. This is not something Splunk can request for you. You will have to login to your Netskope instance, and find the API key in the settings there.
On the Netskope side, Netskope REST APIs use an auth token to make authorized calls to the API. The token can be generated in the UI by navigating to Settings > Tools > Rest API.The token should be passed in every REST API call for the tenant. Netskope REST APIs provide access to resources via URI paths. HTTP GET is the only supported method.