You'll need to download the latest version of Splunk from the website. An account is required to download newer versions of Splunk. If you are using an older version of Splunk, it is recommended you upgrade to get the latest version with the newer REST endpoints.
You can refer to the installation instructions from Splunk's documentation pages. These instructions are made for the released version of Splunk, and may not work for installing Preview versions.
You'll also need a good handle on the Splunk search language:
Once you get Splunk installed, you can start accessing the APIs through the REST endpoints located on the Splunk server, splunkd. We use Python in the examples below, but you can use any RESTful language to talk to Splunk's server.
Splunk's APIs use REST, which requires the programmer to handle connecting to the web and parsing XML bits coming back from the server. The following SDKs provide a more manageable interface for dealing with Splunk, and can help lower the amount of development time.
Languages we'd like to have soon:
Splunk's core technology is a highly-scalable IT event database engine, capable of handling insane amounts of unstructured data in an enterprise environment. The Splunk Hacks page lists over 50 possible ideas for projects using Splunk. Some of them are simply brilliant, others are completely ridiculous (but still would be cool to see implemented).
If you are looking for a good excuse to write some code against Splunk, now's your chance. Grab a project idea, create a project for it and get busy!