This answer assumes that Splunk is running on the same machine as the Windows log files.  I believe the intent of the question was how to index *.evtx files that have been exported from a machine as files and then import them into a different machine running Splunk. 
 I would like to know an answer to this question as well.  Having a similar problem - I upload the evtx file, file recognized by Splunk as  preprocess-winevt , complete the import but no data is indexed by Splunk, or very old events (e.g. events from November 2016) are indexed. 
 Any help is much appreciated, Andy 
						
					
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