Depending on the version you're on it differs a bit.
With 6.5.x you can enter Settings->Access Controls->Authentication Method then click on the 'SAML' radio button option, then click on the 'Configure Splunk to use SAML' link that appears. Once in the SAML Groups page, click on the green 'SAML Configuratin' button in the upper right corner. In the sub-window that pops up there is a button to download the metadata.
In versions prior to 6.5.x (6.4.x, 6.3.x) go to your search head URL at http(s)://:port/saml/spmetadata
NOTE: That URL above will actually work for 6.5.x as well. In previous versions you had to copy/paste the XML from the page to a file, in 6.5.x that URL triggers a download/save of the XML file.
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