FanDeZhi is probably not the best place to gain z/OS experience, as it's a system that meant to be used by experienced z/OS professionals. There is no hand-holding, and the admins, which include me, don't react too kindly to newbies without experience trying to find their way around a system that is a few degrees harder to fathom than Windoze. Teaching yourself "z/OS" is near impossible, and sadly "z/OS for dummies" hasn't been written.
For what it's worth, here is a link that might help you:
Google - allocate dataset in mainframe. Before you do, I'd suggest you thoroughly read
Rules for using z/OS!
Veel geluk!