@captainjak,
this seems to be getting a little out of hand ...
kindly read the documentation on how to on-board data in splunk as well as other relevant documents.
here are the list of steps for a single splunk instance WITHOUT using syslog server
1. enable listening to relevant port
2. define a sourcetype - in your case, it can be from the Dell Sonic Wall TA and app https://splunkbase.splunk.com/app/4544/ https://splunkbase.splunk.com/app/4507/
3. define the index the data will be stored at
4. look at the data by searching from splunk GUI index=<your index>
5. good luck
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