Can you install a heavy forwarder on your Windows server? Yes.
Do you need to? It depends.
What McAfee product are you trying to integrate?
If you just need to send logs to Splunk then a universal forwarder is better to use than a heavy forwarder.
For some McAfee products (like EPO), you need to use DB Connect to read data from a database. That requires a heavy forwarder.
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