Are cyberark's logs in a text format? I used it at my last job and don't remember if that's the case. If it is, it would be a simple matter of installing a forwarder on the Cyberark server and pointing it at the logs. Then you would have to set up field extractions.
Jan, Cyberark offers syslog containing audit events which can be easily fed into Splunk (directly or indirectly). If you just need audit events out of everything that Cyberark is logging, with syslog you won't need a Splunk forwarder installed on any of Cyberark boxes.
My approach is using CyberArk EVD to export the data into MSSQL (almost no program effort) and then using python to export the log (JSON) which I really want in later analysis. During this period, you can do more correlative process on your data such as binding PolicyID and other customization file category.
The best of this way is that you can save your splunk license and make the log easy to handle, because splunk natively support JSON format log.
The cons: it could only do the near real-time, because EVD only export the data which is about 30 min before.