Using Centos 7.2. I just installed this on another host with same OS and it created a service in /etc/init.d
This host is not created the service to start.
I also had this problem. After changing permissions on /opt/splunk to the splunk user (if necessary), type: /opt/splunk/bin/splunk enable boot-start -user splunk, or whatever user you are running Splunk under.