You need to give rasa some examples for the entity that you want it to recognize (or use duckling if it is something generic like a time or date). Have a look at https://rasa.com/docs/rasa/nlu/entity-extraction/.
By default, if you have a slot that has the same name as the entity, then whenever the entity appears, the slot gets filled with that entity. You can then use the slot any time later during the dialogue (see https://rasa.com/docs/rasa/core/slots/#slots-set-from-nlu).