I have build a cloud infrastructure in azure with a windows server with a windows server. Next i've installed the splunk lite on my pc.
On the windows server iv'e installed the universal forwarder, but i cannot find it in my splunk lite console.
First, you should check connectivity behind Splunk and UF (universal forwarder). So try to ping your Splunk Lite from Server with UF (turn off windows firewall for check). Try use telnet to port 8080 using Putty or Windows's telnet utility. May be firewall block your traffic, or you haven't right routes. You can see all needed ports on this diagram https://answers.splunk.com/answers/118859/diagram-of-splunk-common-network-ports.html
Second, check splunkd.log for errors on server with UF. Also you can check log files on Splunk Lite.