Here's how in 15.2 - it may be a little different in 15.0.
1. Open a blank CDM (or an existing one if you want to merge into)
2. Inside your DFD choose Tools | Data Export
3. Choose your CDM (you'll see every open potential target model)
4. Finish up the wizard. You'll get an entity for every structured
data item and an attribute for every elementary data item.