There is no direct way of onboarding encrypted data to Splunk. In case there is a requirement to do so, you can go ahead and write a script (python/shell) that access the API of encrypted source, parse it and send it to Splunk.
emsg = pgpy.PGPMessage.from_file(<path to the file from the client that was encrypted using your public key>)
key,_ = pgpy.PGPKey.from_file(<path to your private key>)
with key.unlock(<your private key passpharase>):