Get your MWG to export logs like this (do NITRO/SIEM): https://community.mcafee.com/docs/DOC-5206
and adjust the output in two ways: I erased the first and second field (first was just the appliance name, second was date).
Looks like this in MWG:
You do need to import some grok-patterns beforehand in Graylog and make a new "input" in order to use the grok-extractor.
Importing the grok patterns is fairly straight forward: copy and paste "grok-patterns" from here http://grokdebug.herokuapp.com/patterns to a text file and import that text-file into Graylogs "import pattern file" button.
You´ll get indexed logs from the MWG like this:
Now, import the content pack and you should get an input, stream and dashboard you can adjust to your liking. One thing of note: I used a dedicated syslog port (50014).
Dashboard looks like this: