Currently there are two ways to collect Windows Events from a machine using Splunk in newer versions. Splunk documentation will have everything you need because what you are basically doing is telling Splunk to collect certain Windows Event logs and it is not necessarily Netwrix specific instructions.
There are 2 ways to implement integration now:
1) Use a universal forwarder to get remote Windows data, it's a part of Splunk.
Netwrix doesn't forward any events. We store the changes in a .EVTX format in the Windows Event Log. Splunk then targets and consumes those Windows events.