It is required to have devices files for each type of component in your design in order to load a 3rd Party netlist. Most schematic packages that can generate a Telesis netlist can also generate the required device files as part of the netlist export process. Check the output folder where the Telesis netlist was saved and you may find a bunch of devices files (*.txt). These device files will need to be in the same folder as the Allegro database or in a subfolder called devices so they are seen during the import process in Allegro.
It is really a lot to explain so I would recommend checking out the “Preparing Device Files” section of the "Allegro User Guide: Defining and Developing Libraries" in the Cadence documentation to give you a good idea how it all works. You can also access a PDF version of this user guide by browsing to it in Windows Explorer by entering %CDSROOT%\doc\algrolibdev
Hope this helps,
Mike Catrambone