"Configuring DxDataBook" is a somewhat detailed/general topic. I do know that Mentor's training classes do a great job of incorporating DxDataBook into the discussion of DxDesigner and the flow to PADS so you may want to take a look at training opportunities on line and in your area. Otherwise you can review the DxDatabook User's Guide which should be located at %SDD_HOME%\..\docs\pdfdocs\dxdb_user.pdf on your computer. It is also available in html format within your installation as well.
Essentially, you'll need to choose a database that DxDataBook will use for the parametric data that will be annotated to your symbols and also used to Verify instances prior to netlisting your data to PADS. This is usually done using an ODBC connection and a database such as Microsoft Access.
You need to define one or more component libraries in DxDataBook that correspond to the categories/libraries in your database. A typical set of component libraries might include Resistors, Capacitors, Inductors, Diodes, Connectors, etc.
In defining the component libraries you should consider whether to include the specific symbol name in the database itself or whether you can use a Symbol Expression in DxDataBook. In the case where every entry in a particular library is going to use the same symbol or a small subset of symbols, a Symbol Expression may be the better choice, whereas in a library where there are a number of unique symbols in the particular library then having a symbol column in the database with a symbol name for every entry would be more appropriate.
You can choose what Properties you want to Annotate to a symbol as it's being instantiated on a sheet and that can be controlled within the DxDataBook Configuration. You can control the names of properties annotated onto the schematic whether they are exactly the name used in your parametric database or not. In addition, certain Properties can be identified to be used to Verify components that have been placed on a sheet as well. You control which properties those are. You define the visibility of the properties that are annotated to the sheet. All of this is done on a per library basis so you have a lot of control in this area. Each of these topics is discussed in the documentation.
You may want to start by adding just one library to your DxDataBook Configuration and ensuring that it works properly. As an example, just add a single Capacitor library to DxDataBook and be certain that you can add entries from DxDataBook and Verify them as well. Be sure that the simple schematic can be forward annotated to PADS using your custom PADS configuration file if one exists and that you can back annotate as well. This will ensure that your DxDataBook configuration and your PADS configuration don't have conflicts when it comes to required properties at the symbol and/or component level and others of those kinds of settings.
Once you've got a single library to work with DxDataBook then other libraries can be added and tested. As I mentioned above, the documentation is a great resource for configuring DxDataBook and SupportNet is another resources if you run into an error that you don't understand or you have a configuration question that needs some additional explanation.