Splunk Security Essentials (SSE) is a Splunk-developed free application on Splunk base to help show how to leverage Splunk security solutions for various security use cases search security content, and how to deploy and validate success. Splunk Security Essentials App also does a nice job organizing and categorizing security searches by security capability and complexity.
If you are looking for an online course to learn Splunk, check out this Splunk Training course by Intellipaat.
You can watch this video on Splunk Enterprise Security: