To install full Splunk on Redhat as per documentation here is the instruction:
RedHat RPM install:
Install on Linux
And for the universal forwarder:
Deploy a *nix universal forwarder manually
Then you need to install Splunk for Unix and Linux app and go through the setup:
Splunk for Unix and Linux
I think it's wiser to take the pains to go through the process of installing everything and learning about how it works in the process rather than taking a step-by-step list compiled by someone here. There is excellent documentation in the links MarioM provided.
I looked at all the instructions for all the links you had provided for me but I couldn't understand. May I appreciate you to explain all the configurations needed for Linux because I keep having problems with the search portion in Splunk?