The question arises, from where shall I find this cataloged procedure that hasn't been allocated?
Sigh. Note that the error is NOT that the cataloged procedure is not being allocated, but rather a device (that is, disk volume most likely) is not being allocated due to a data set not being there (hence the JCL ERROR in your original post). Furthermore, JES has a list of datasets that it searches for procedures to execute when the START console command is issued. But you're not likely to have the authority to view that list.
Is there any command/procedure to list all the cataloged datasets?
Yes, but you are not likely to have authority to use it since listing all of the thousands of cataloged data sets in a system can require a large amount of resources. And nothing will tell you which, of those thousands of data sets, contains the one procedure you are interested in.
Have you allocated the application load library per the contest instructions? If so, what did you name it? If not, you need to allocate it, and the name MUST match the name in the start procedure. How do you find that name? Maybe ask someone involved in running the contest?
We have done all we can on this forum -- you need to work with the contest administrators from this point forward.