They went to go hunt this windigo

Allison is in the woods alone at night just waiting for it to come

Dean on an earpiece

Dean: hey Allison you ok
Allison: yeah so how do you guys know all about this supernatural stuff.
Dean: it's kind of what we do
Allison: really
Dean: yeah
Allison: ok I think I can hear something wish me good luck

Then out of know where the windigo came and got Allison then it took her back to its place to eat her

Dean: come on Sammy it took her let's get her back
Sam: don't call me Sammy

Sam and Dean followed the bug Allison planted on herself
(bug is short for tracking device) until it leads them to a cave. Once they got in the cave they just keep walking until they had to split up Dean went right and Sam went left. They kept walking until one of them found Allison.