There are TAs available for *nix and windows hosts that define inputs.conf for data collection. You would install these on your hosts running with a splunk forwarder or full splunk enterprise and forward events collected to your indexers.
*nix:
https://splunkbase.splunk.com/app/833/
win:
https://splunkbase.splunk.com/app/742/
There are also the Splunk app for Windows Infra and *nix with prebuilt dashboards to visualize the data collected.
Splunk App for Windows Infrastructure:
https://splunkbase.splunk.com/app/1680/
installation docs:
http://docs.splunk.com/Documentation/MSApp/1.1.3/MSInfra/InstalltheSplunkAppforWindowsInfrastructureonthesearchhead
Splunk App for Unix and Linux:
https://splunkbase.splunk.com/app/273/
installation docs:
http://docs.splunk.com/Documentation/UnixApp/5.0.3/User/InstalltheSplunkAppforUnixandLinux
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