You also need a current Splunk Add-on for Windows which is what's responsible for collecting and parsing the data the App for Windows Infrastructure uses. This should be a straightforward install for you since you are standalone (I.e. the usual way, using your "Manage Apps" section of Splunk).
Once you have them in place, there will probably e some configuration involved to tell it precisely what you actually want to collect out of all the things it COULD collect. That's here at the section of the docs Configure the Splunk Add-on for Windows.
All in all just take your time and follow the instructions carefully and you should be fine.