I'm wondering what would be the best way to download the latest CSV from http://cyberthreatalliance.org/cryptowall-dashboard.html
This site has information on the latest Cryptowall information (URL, IPs, Hashes, etc). I'd like to download the csv maybe once a month and update/replace the existing lookup. What would be the best way to do that? Also, would this cause any issues?
Your question is too general to answer for splunk. However, you can update your lookup files using a scheduler.
Run a scheduled script every month and download the details to lookup location of splunk , for eg: in linux use a script to run a curl command. It's recommended to take a back up of your previous file before updating it.
In case you want the data to be indexed instead of lookup, use splunk's input method with custom scripts.
Once you know the location of the csv lookup on disk $SPLUNK_HOME/etc/apps/myapp/lookups/mylookup.csv
you can :