Yes. There should be configuration details in outputs.conf describing the server(s) to which events should be sent.
You can find the spec for outputs.conf here:
http://docs.splunk.com/Documentation/Splunk/6.1.1/Admin/Outputsconf
At the bottom of the outputs.conf spec file you will find examples showing the minimum info needed.
The splunk universal for windows has default inputs which are routed to the _internal index.
Once you get outputs functioning you can go to your search head and search index=_internal host="yourwindowshostname" to verify that events are searchable
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