Can my client automatically index his/her files in splunk server ? If yes, how?
You can create a folder where your client can upload/put the files they want to index. You need to monitor that folder which will index the content or files in Splunk.
Can you give a few more details, like , will that folder be in my computer or my client's? And what will be the further procedure?
Not your OR your client's Computer. It should be a VM or Instance which can accessed by your Client or who want to upload a files.
Install a Splunk Forwarder into this instance and monitor that folder to Forward data into Splunk indexer.
Is there any way to automatically index files?