You will need to create an input to define the feed that you would like to monitor. You can setup a new input using Splunk's manager at Settings » Data Inputs » Syndication.
See the links below for answers to frequently asked questions:
Fixed crash that happened when using a proxy server
The input can now recover better from transient network errors
Updating the mod input library to 2.1.13
Adding support for Python 2 and 3
1) Licensed has been changed to the GNU GPL due to the inclusion of html2text
2) Adding ability to convert HTML to readable text (Markdown)
3) Fixed issue where the output could break incorrectly when the content contains HTML
Added a search command for loading feeds from SPL
Improved handling of time fields by adding updated_epoch and published_epoch fields
Fixed issue where the sourcetype could not be set correctly
Added support for authenticated feeds
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