If you want to use the CLI to manage a remote machine, you must have Splunk installed on the local machine. (Otherwise, you wouldn't have the CLI.)
You must also have Splunk on the remote machine - otherwise, what would you be managing?
I would think that you could use the free version of Splunk on the local machine. But if you can't, that's no big deal. Just make the local copy of Splunk a "license slave" to the copy of Splunk that has the license.
While you can use the CLI to manage a remote machine, is there a reason that you can't either (1) login to the command line on the machine that you want to manage or (2) simply use the web interface on the remote machine?
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