Rally is an ability word, not a true keyword—it simply flags abilities that trigger "whenever a creature enters the battlefield under your control" (often specifically Allies, since Rally debuted in Battle for Zendikar). The text after the ability word is just a normal triggered ability; "Rally" itself does nothing mechanically and isn't something you can grant or copy.
The most common mistake is assuming Rally triggers off the Rally creature itself entering. Many Rally abilities read "Rally — Whenever [this creature] or another Ally enters," so they do trigger on their own ETB, but you must read each card—some only count other creatures. Also, tokens count as entering, which can chain triggers.
In Commander, Rally rewards go-wide Ally tribal builds. With multiple Rally creatures out, each new Ally fires every relevant trigger, snowballing buffs, lifegain, or damage quickly across a four-player table.