Unfortunately no, Splunk enterprise doesn't come with SNMP support out-of-the box. As you suggested, this is available as a modular input on the apps store: http://apps.splunk.com/app/1537/.
The above app looks like it's written by a Splunk employee (has an @splunk.com email address), however, I doubt it would be officially supported in the sense that you could lodge a support ticket for it (they do have premium apps that fall in to this category). It should be absolutely fine to use. The source code is available on github if you'd like to have a look over it first: https://github.com/damiendallimore/SplunkModularInputsPythonFramework/tree/master/implementations/snmp
The readme for this app indicates that it supports SNMP v3, but you'll need to drop a copy of the pycrypto library in to the app's bin directory before it will work.
If you run in to any trouble getting it set up, by all means say so and I'm sure the community can help to get you up and running.
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