This is an extremely broad question, but I might be able to point you in the right direction.
Integrating an application with Splunk:
Integration generally consists of data on-boarding, data cleaning / parsing, and then dashboard creation.
first you need to get data from your application into Splunk
next, you'll need to clean that data so it makes sense, creating fields, events, transforms, etc..
finally, you'll be able to create dashboards showing your application / system within Splunk.
For each of these stages you'll need to understand the data you're looking at, as well as what the final goal is supposed to look like.
Also, for each of these stages, these short sentences do not encompass the entirety of work that goes into 'integration'.
It sounds like you're pretty new to Splunk, so your best bet is to get some education, or begin with a system that already has an app on splunkbase that's easy. This way you don't have to create everything from scratch, and you can start tinkering.
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