Go to Settings > Integrations and Keys, click New key, and search for Splunk. Click Continue, specify a name, and click Save.
In the Integrations list, where your key is now included, click Authenticate..
Follow the instructions in the dialog to get your key.
As stated in the dialog, choose Integrations | API on the Splunk On-Call site to copy the API ID and API Key.
Now that you've configured your integration, add one or more of the integration's actions to an automation, test the automation, and then add the automation to an incident type.