Deployment Matrix

What goes where ?

Standalone deployment: A single Splunk instance does all

Splunk Instance (role) TA-nmon
Standalone X (optional)

The TA-nmon provides nmon performance and configuration collection for the host than runs the add-on, which is optional

Distributed deployment:

Splunk Instance (role) TA-nmon
Search head (single instance or clustered) X (optional)
Indexer (single instance or clustered)  
Master node X (optional)
Deployment servers X (optional)
Heavy Forwarder X
Universal Forwarder X

The TA-nmon provides nmon performance and configuration collection for the host than runs the add-on, which is optional