When I worked with allegro, I used Dev-C++. There's another post here in the forum, I'll just quote what another member said:
in Dev-C++ go to the Tools menu and click Check for updates/Packages. Select a devpak server from the drop down menu and click Check for updates. You'll see a list of packages that you can download, find Allegro and check it and download it.
So that's quite easy.
You shouldn't use Dev-C++. It's very old, extremely buggy, and will hinder the process of learning to program.