This Powershell script allow you to convert the exported Windows logs in .evtx format to .json file which can be easily ingested by various SIEM products e.g. Azure Sentinel, Splunk and Elastic.

1. Download the ZIP version of Winlogbeat from https://www.elastic.co/downloads/beats/winlogbeat, extract the winlogbeat.exe from it and add it into the same folder.
2. Add your .evtx log file into the same folder. You can download some security logs from Samir Bousseaden (@SBousseaden) here: https://github.com/sbousseaden/EVTX-ATTACK-SAMPLES

powershell.exe -ExecutionPolicy Bypass .\evtx2json.ps1

In order to ingest the .json file into Azure Sentinel, you can use this script from Roberto Rodriguez (@Cyb3rWard0g): https://github.com/Cyb3rWard0g/azure-loganalytics-api-clients/blob/master/powershell/ala-powershell-data-producer.ps1.

Example: powershell.exe -ExecutionPolicy Bypass .\ala-powershell-data-producer.ps1 -WorkspaceId xyz123 -WorkspaceSharedKey xyz123 -LogType "test123" -f .\sample.json -v

You can also use this tool from Microsoft which should do the same job: https://github.com/Azure/Azure-Sentinel/tree/master/Tools/Sample-Data-Ingest-Tool.

As for Splunk, you can use the built-in "Add Data" tool in Splunk GUI and upload the .json log file there.