I would say No. Adding new index is under "Indexes" of General "Input" Menu However, under "Data Input" Settings , you cannot create new Index.

Created it in Data Inputs (Confirmed)

You can create index from Data inputs

BBBBBBB

from the discussion it seems to be (B) YES

you can create it at the 3rd step

Answer is B=Yes. If the index you want to send the data to isn't in the list and you have permissions to create indexes, you can create a new index by clicking the Create a new index button.https://docs.splunk.com/Documentation/SplunkCloud/8.2.2203/Data/Modifyinputsettings( Store an event in an index)

1. Click on the "Settings" link in the top navigation menu. 2. In the Settings page, under the "Data" section, click on "Indexes" to access the Indexes settings. 3. On the Indexes page, you will see a list of existing indexes. To create a new index, click on the "New Index" button. So the answer is YES

I would say "No" but , you can create a new index in Settings--> Indexes or when you upload a file via Upload/monitor then you can create a new index

searches are wildcards

I think is correct