1. McAfee is a brand. There are several products which bear this name (like McAfee EDR, McAfee Web Gateway...); BTW, if I remember correctly, it's Trellix now. You're probably talking about one particular McAfee solution.
2. Firstly make sure that you're ingesting the events from this solution into your Splunk infrastructure.
3. Typically if there is a "rule" which is triggered, event generated from such rule contains the rule identifier in its body. Most often it's just enough to search for this identifier.
