You probably need need to set the execution policy for powershell to allow it to run the scripts. you can check in your var/log/splunk/splunkd.log file and see the errors, if any, when trying to run powershell scripts.
open powershell and run the following command "Set-ExecutionPolicy RemoteSigned". This will let the powershell script run. You may have to run the command in 32 or 64 bit powershell depending on what version splunk is trying to kick the script off with. I think mine was using the 64 bit.
I also noticed that with the XenDesktop app that the perfmon collection is not working with the Universal Forwarder V5. If you are using V5 try using the 4.3.4 UF and see if your permon data starts coming about 5 minutes after you first start seeing data come in from the other sources.
The path reference to the TA in the inputs.conf for v6 references the TA folder name as TA-XA6-Server. This is likely an artifact of naming prior to 6.5 support. If you change the folder name for the TA all of your inputs should start sending correctly.