The universal forwarder doesn't have a UI, alas, so you need to use the CLI (or directly edit the conf files).
Regarding your main issue about the deployment server. The deployment server is a full Splunk instance that has been enabled for sending configuration updates to other Splunk instances, including forwarders. The connection between forwarder and deployment server does this: it allows the forwarder to receive updates from the deployment server. Deployment servers are most useful when you are trying to manage many forwarders.
However, independent of whether you use a deployment server for distributing updates, you also need to set up a connection between the forwarder and the receiving Splunk indexer. The forwarder uses that connection to send data to the indexer. (You can do this by means of the deployment server, but that would only make sense if dealing with multiple forwarders.) For info on how to set up a connection between one forwarder and one receiving indexer, start here:
http://docs.splunk.com/Documentation/Splunk/latest/Deploy/Setupforwardingandreceiving#Set_up_forwarding_and_receiving:_universal_forwarders
Please note that you need to first enable a receiving port on the indexer, and then you point the forwarder to that port.
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