(1) first and foremost, you should realise when you install Cadence Allegro, it will install footprint libaries for you these can be viewed and used from
you just need to open them (*.dra) ( its probably worth opening some up and experimenting here to get an idea)
eg cap300.dra ( you also might notice for every *.dra file there is also a psm this is normal and Allegro needs both of these for its ECO process.
(2) every part on your schematic needs an allocated footprint eg (cap300) you dont need to add in the .dra
once this is complete you also need to make sure in setup user preferances, Paths are set up correctly either for using cadence default lib or in case you want to use your own. alternatively to that, you can just place your *dra and *.psm files in the exact same folder as your intended .brd this way you dont need to configure paths (your choice)
(3) you should now be able to take your schematic into Allegro, oviously you might encounter isues along the way but thats generally a good starting point. good luck, it is a bit of a learning curve to use Allegro, but once you do, its one of the best PCB CAD tools on the market.