Robert creates in both software packages his own symbols and footprints. Its part of the course to show you how to do it. Of course you can use in both the provided symbols and footprints from the included library.
You can import a mechanical drawing (dxf) in OrCAD/Allegro. Have a look with google for a technical note describing this. Cadences provides a lot tecnotes for various aspects of the software. (http://www.parallel-systems.co.uk/matrix/
Some shortcuts keys are in OrCAD/Allegro/Capture already defined. Others are defined during Robert's course. See also a post in the beginners section from me, how to define shortcuts and funckeys. The design process is way faster this way and it is not just a feature of Altium.
The possibility to define your own shortcuts by yourself is the chance to define them in a way you want: some people love placing vias with the space bar, some people with the "." dot. If you still know some shortcuts from another software, you can use them. This way you don't have to re-learn some keys.
The Altium gui is more Windows style, the OrCAD/Allego UI design is more Unix style. The separation in several programs is - in my opinion - a benefit not to clutter the main interface and helps a lot to orient oneself. Other people love the way Altium is covering everything in one program. It depends on you what is more convenient to you.
At the end its just a tool to do the job.
The money is another aspect: OrCAD Professional + CIS is on par (and in some aspects beyond: length matching, SI, Simulation) with Altium, but cheaper! Allegro with the possible add-on options is way ahead of the capabilities of Altium, but more expensive. But does this matter for you? Whats your main focus of work, which features are needed?
(I bought OrCAD Pro + CIS half a year ago and it was half the price of Altium.)
BTW the current version of OrCAD/Allegro is 17.2.39 (SPB17.20.039) and it runs really smooth and fast with Windows 10 build 1803.
ParsysEDA is doing a great job recording a lot of youtube videos for OrCAD. One of these videos is for board cutouts: https://youtu.be/xApXb3Fld5Y
Two more links related for mechanical drawingImport Export DXFMCAD/ECAD Incremental design data exchange (IDX)