I have configured Ossec.conf to send syslog information to the splunk server. I see the data traveling from the Ossec server to the Splunk server on the port configured (10002) and have checked that the data input UDP 10002 is set to Ossec, however I do not see any information in the Splunk dashboard.
I had this issue until I added the index that the data was in to the event type creation for the ossec event type. In Splunk at the top right click on Settings > Event types you should see an event type creation for "ossec" where the search string is "sourcetype=ossec* NOT sourcetype=ossec_agent_control" add your index there like this "index=myindex sourcetype=ossec* NOT sourcetype=ossec_agent_control". This will properly create the ossec even type and will cascade to the event types below it. You can add the index to all of the other event type creations for faster searching but you don't have to.