You also definitely need the Splunk Addon for PowerShell. That will allow you to more easily get data from PowerShell into Splunk. For questions beyond that, you may want to create a new question with specific detail around what you are trying to do.
Check out these blogs:
http://blogs.splunk.com/tag/powershell/ - lots of cool stuff and examples.
Here's a doc for you:
http://docs.splunk.com/Documentation/Splunk/6.0/Data/Setupcustominputs - this covers how to make inputs to collect data from bat and powershell scripts.