This is a huge topic. I mean no offense, but I'd heartily suggest connecting with your Splunk Rep and getting Splunk Professional Services help for this.
Regardless, here's the Enterprise Security Installation documentation. I think the best first steps is inventorying lots of things in your environment - where are your servers and users and where do you get information about them, what data sources do you have in your environment and so on. Then you'll determine what is the easiest but most useful things to onboard... really, it's a big, long undertaking.
As an alternative, you may want to start with some of the various not-paid-for security suites. They'll do a lot for you and are usually far easier. For instance,
- The Cisco Security Suite (or maybe the Palo Alto app - you'll have to determine what you have. And keep in mind each of THOSE also has prerequisite add-ons!)
- The Splunk App for windows Infrastructure (again, it'll take some work!)
There's a lot of those specifically for different devices/domains, so you'll have to pick and choose a few. And, even though some of those are complex, they're still far easier than ES is.
If you find a few devices in your environment you'd like to set up, give that a shot and ask away if you run into problems!
Just on the off chance you really were talking about Splunk Enterprise - and not Splunk Enterprise Security! - then this is much easier!
This is the set of docs you should follow for the Install on Linux. Follow the various Redhat sections, Centos and RH are cousins. They're pretty good, mostly self explanatory so I won't repeat them at length here.