You will need to create the allegro.ilinit file using a text editor. This should go in your [ALLEGRO_SITE]\pcb\skill folder.
ie. c:\myAllegroSite\pcb\skill where your ALLEGRO_SITE Windows environment variable is set to c:\myAllegroSite.
I don't recommend putting it in C:\Cadence\SPB_xx.x\tools\pcb\skill because you will lose that when you update your Allegro version.
There are several clever features available to you in an ilinit file but you can just add the line: