Decide on an appropriate allusion. If you're writing a story about a fishing trip that goes wrong, for example, an allusion to "Moby Dick" might be more resonant to your story than one to "Pride and Prejudice."
Locate a specific moment or image to allude to. An ideal allusion should make some connection to a theme or detail of the earlier work, or even a specific line. If a piece of writing says something was full of sound and fury, for example, this is a clear allusion to a line in "Macbeth."
Write a sentence that contains the allusion. If you wrote, for example, "I felt like a Capulet among the Montagues," this would be a fairly straightforward allusion to Romeo and Juliet, one that would allow a reader to understand the themes you are referring to.
Insert the allusion into a paragraph to see if it works with the writing and flows naturally. You may try to write an allusion only to find that it does not match the voice of a piece, or draws too much attention to itself.
Share the section with the allusion with a few readers. Ideally, give one copy to a reader familiar with the work alluded to, and one copy to a reader who might not know the allusion. This way, you will see if the writing makes sense even if a reader doesn't understand the allusion.