I am very much comfortable in Unix Shell Scripting, I would like to know how it is possible to intergrate it with splunk, I am currently using Windows server, Is there any way to write unix shell scripting being on windows machine and also i will process the raw log with the help of unix shell scripting and those output will get imported to splunk automatically.
Splunk can't run a Linux shell script on a Windows machine, because it uses the underlying OS - Splunk doesn't re-implement the shell!
However, you could install one of the many Linux emulators on your Windows server. Then have Splunk run a batch script that launches the emulator and runs your Linux script. Google "run linux on windows" to get a sense of what's available out there, mostly for free.
What do you want help with? Lisa already gave you the facts - in Splunk in Windows, you have the same scripting capabilities as when you run anything else in a Windows environment. Powershell, batch scripts, VBscript etc.