To work through the examples in this book, you will need an installation of Splunk, preferably a non-production instance. If you are already working with Splunk, then the concepts introduced by the examples should be applicable to your own data.
Splunk can be downloaded for free from http://www.splunk.com/download, for most popular platforms.
The sample code was developed on a Unix system, so you will probably have better luck using an installation of Splunk that is running on a Unix operating system. Knowledge of Python is necessary to follow some of the examples in the later chapters.