The Splunk Technology add-on for Unix and Linux collects OS-level data from Unix hosts and stores it in a Splunk index; the Splunk app for Unix and Linux provides visualizations, alerts, and so on from that data to provide insights and operational visibility in your Unix and Linux environments. You don't have to install or use the Splunk App for Unix and Linux to use the Add-on; you could create dashboards and alerts yourself using the data collected and indexed by the add-on.
There is a similar app—add-on pair for Windows environments as well, which will collect data from perfmon, registry, WMI, and other sources. The installation process is similar, so we'll just cover the installation of the Unix ...