I have created an event collector index and I have some past information which needs to be added in the same index to which event collector is configured.
I tried to add the data through ' Add Data' from Splunk Web. However I was not able to add any data into the event collector index.
Would you know if we will be able to manually add the data to event collector indexes
Are you talking about the HTTP event collector?
If so, then yes, you can manually inject data into the HTTP event collector through utilities such as the *nix (and MacOS) cURL command.
See This Docs Page at the bottom on how to use cURL to pass data into the HTTP event collector (using your URL and your event collector token.
Once you have tested via command line, you could script (in your favorite scripting language) a bulk load of any batch data or historical data that you'd wish to upload into your HTTP event collector index.
YOu couldn't add data from Splunk Web because you didn't find the index in the dropdown?