Before I even tell you how to set-up allegro, let me tell you something about Allegro.
Basically Allegro is a game programming library that gives the game programmer much more power to create games with ease. More on Wiki.
Now, setting up Allegro on Dev-Cpp is a bit easier than setting up in Visual C++ which is why this tutorial is made in the first place. If you want me to show you how to setup allegro in Dev-Cpp then please do not hesitate to ask for tutorial. I will be more than happy to walk you through the process. After that said, let us go to tutorial.
Step 1 [GETTING THE ALLEGRO]:-
->Go to http://www.allegro.cc and in the files section download the latest allegro library for your appropriate compiler.
Step 2 [COPYING THE FILES]:
->After you downloaded the files open the zipped file and copy the files from “bin” ,”include”, “lib” to their respective order to your Microsoft Visual C++ folder. Your “VC” folder inside Microsoft Visual Studio should have the same folder as you downloaded one. Put all the files.
->Copy the “bin” files from your zipped file to “Windows/system32/” folder too. After that you have completely configured your compiler to atleast look for the library if it needs it.
Step 3 [SETTING UP IN VISUAL C++]
->Before you start typing the code, first you will need to make a new project (making just a new file will not do).
->After that go to Project->Option->Configuration Properties->Linker->Input and in the Additional dependencies click the drop-down box and click edit. Type “alld.lib”. And you’re done.
You have configured Allegro in your Visual C++ 2010 for that project. Congratulation!!!, If you are still confused and lost then the video below might be useful.