I setup a small lab at home on my vmware server containing several linux servers - proxy, dns, http, mysql, postfix etc.
Sent all of my router info to Splunk through udp to capture firewall events and potential attacks.
Also forwarded a few Windows laptops to Splunk which generates a bunch of data.
Once you point your laptops to browse the internet through your proxy server and dns server you will have plenty of data.
Just get creative with data you are already generating and capture it.
Good Luck!
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