It is getting installed, but I don't know how to import the data to my Splunk Enterprise. I can't find any proper GUI of the forwarder to import or deal with the log files.
The universal forwarder does not have a GUI. You should definitely read the universal forwarder documentation. It walks through installation and configuration instructions for Splunk Enterprise, Splunk Cloud, and Splunk Light.
Without knowing what your infrastructure looks like it will be hard to determine the best way, but you could definitely use a process very similar to this answer posted here. This is listed for Linux but should still get you where you need to go.
https://answers.splunk.com/answers/50082/how-do-i-configure-a-splunk-forwarder-on-linux.html