For a starting tutorial on monitoring Oracle with Splunk, try Log File Analysis for Oracle 11g( https://splunkbase.splunk.com/app/1538/) . It describes most of the things you are asking about. If your Splunk installation will not be located on the same server as your Oracle database and SQL commands through DB Connect (http://docs.splunk.com/Documentation/DBX/2.0.4/DeployDBX/AboutSplunkDBConnect ) will not work to get the data you need, then you will also need to look at using the Universal Forwarder (http://docs.splunk.com/Documentation/Splunk/6.2.3/Data/Usingforwardingagents ).
Install the Splunk DB Connect app. The app documentation will explain how to establish a connection to an Oracle database and make queries.
For getting information from the database itself, Splunk DB Connect is the best solution. You can also write your own scripted input.
For getting information about the database, there are several apps available. Search for "Oracle" at apps.splunk.com. You can also install a Splunk Universal Forwarder on your Oracle server(s) to send logs to Splunk.
I don't manage an Oracle server, so I can't be specific. I believe the "Security Log" tick box is for Windows logs, not Oracle. To forward Oracle logs, edit the input.conf file to create a new stanza monitoring the Oracle log directory.