Zasa and Altobello were allies, as we learn later, but I don't think that there is any indication that he was a protegé of Altobello, or that Altobello is part of Michael's crime family in any way.

Michael was the most powerful organized crime leader in America, so all of the other Dons were, in a sense, "under" him or, to an extent, his "rule", but I don't see where Altobello was a Capo under Michael or anything like that.