by now you should understand the links between genes , alleles and protein synthesis.
mutations change base pairs in DNA, which leads to changes in the coding for alleles.
e.g. the base pairs CCG code for the amino acid proline.
but if, for instance, the G was changed to a A (i.e. CCA), then this combination codes for the amino acid glutamine instead.
so basically, by changing the genes at a molecular level, this leads to coding different amino acids, which leads to generation of new alleles.