To get snmp data to splunk, install this add-on on the HF: https://splunkbase.splunk.com/app/1537/
You can also setup your syslog servers to send data to your HF as well, just setup a UDP receiving port.
Heavy forwrder receives always data with the only exception of local data and some kind of scripts.
About snmp, you have to install an app (https://splunkbase.splunk.com/app/1537) or something else that writes snmp traps on filesystem.
Heavy forwarders basically just listen. (They do not connect except in very specific circumstances such as if you have the dbConnect app installed to run queries on databases.)