I have got the same problems with conversion Allegro layout files into Altium. The Allegro layout files from the website in 8MMINILPD4-EVK-DESIGNFILES.zip cannot be converted within Altium. Could you send me correct Allegro layout files?
We do not have the schematic symbol and footprint for Altium, you need to translate yourself.
You can look at this page as a reference.
Allegro Import | Altium Designer 19.1 User Manual | Documentation
Hope this can do help for you.
Have a nice day