There's a lot of good documentation on REST APIs for Splunk!
Begin your journey understanding what you can do here:
https://docs.splunk.com/Documentation/Splunk/9.1.0/RESTREF/RESTprolog
and see the index of available endpoints here:
https://docs.splunk.com/Documentation/Splunk/latest/RESTREF/RESTlist
keeping in mind that some endpoints are not available for Splunk Cloud.
The best thing to know is that anything you can do in the UI has a REST endpoint you can (probably) access using REST directly. Your browser inspector can be your friend! Use the network tab while interacting with the UI to find out which endpoints UI elements use, and you can learn from the payloads they send to begin testing with the API.
When you want to start using the API, make sure you're targeting the splunk instance you're trying to interact with, and know its role, like a Search Head Cluster member.
Then, try a simple GET on an endpoint you should expect results for, like https://docs.splunk.com/Documentation/Splunk/9.1.0/RESTREF/RESTaccess#authentication.2Fcurrent-conte...
Your access will depend on your authentication model, but you may need to create or request a REST token from your splunk admins
