How to link Azure Monitor with Splunk?
How to link Azure log analytics workspace with Splunk?
How to link Azure Application Insights with Splunk?
Splunk Add-on for Microsoft Cloud Services
If i configure this Add-On won't it be enough to get metrics, logs from Azure?
There is more required than just that app. See the link from @mydog8it
Does App Insights need to go first to an event hub?
What is Azure Application Insights? - Azure Monitor | Microsoft Docs
Here is a link to a blog post that can get you started...