Does Splunk provides the wsdl
No WSDL , but as mentioned and linked to in previous replys , there are extensive REST endpoint docs.
I am not sure about the WDSL but an endpoint reference can be found here :http://docs.splunk.com/Documentation/Splunk/latest/RESTAPI/RESTlist
No, there is no need to. You may be thinking of SOAP web services. Splunk uses REST.
You will find programming using REST is easier (subjective I know) because the API is less complex compared to the SOAP counterpart.
To help you better see the difference, I Googled "learning restful web services" and this like seemed helpful http://rest.elkstein.org
The Splunk doco takes it to the next contextual step here: http://dev.splunk.com/view/rest-api-overview/SP-CAAADP8
Happy Splunk coding!!