To construct a PDA from CFG, we only need to use these two simple rules:
- If the rule is of the form $S \rightarrow t$, where $t$ is a terminal, the transition is $t, t \rightarrow \epsilon$.
- If the rule is of the form $S \rightarrow s$, where $s$ is any string (including variables and terminals), $|s| >
1$, the transition is $\epsilon, S \rightarrow s$.
The first rule is simple and straightforward, but the second rule requires a little bit of work. Let says, we have a CFG defined as follows:
$$S \rightarrow aTXb$$
$$T \rightarrow XTS | \epsilon$$
$$X \rightarrow a | b$$
Initially, we have three states, where S stands for starting rule and \$ stands for stack symbol. Your book probably uses Z for stack symbol, so feel free to change it. It's just the matter of preference.

The restriction of a stack in PDA is that we can only push "one" symbol at a time. So to push a production rule onto a stack, we will break them into variables and terminals. Specifically, have a look at above picture, you can see that the first transition rule says push $S\$$ onto a stack, where $\$$ is stack symbol. This is not allowed in PDA, so we have to break the transition into two steps:

Note that this transition is a little special because it involves both stack variable $\$$ and the starting variable $S$. The next example of breaking long production rule should be more obvious. Firstly, all the production rule will go through the state after we pop $S$, i.e 2. We then apply the same procedure for any production rule that has length greater 1. So our first transition graph is as below:

In this graph, here are three transitions that need to be reconstructed. They are:
$$\epsilon, \epsilon \rightarrow S\$$$
$$\epsilon, S \rightarrow XTS$$
$$\epsilon, S \rightarrow aTXb$$
Since we've already done $\epsilon, \epsilon \rightarrow S$, the next transition need to reconstructed is $\epsilon, S \rightarrow aTXb$. Note that the order of popping is from "right to left". So we pop $S \rightarrow T \rightarrow X$ respectively as below:

Reconstruct the last transition rule $\epsilon, S \rightarrow aTXb$, we have our final PDA as follows:

Reference
- Introduction to the Theory of Computation by Micheal Sipser
- Lecture notes from prof. Marvin K. Nakayama, New Jersey Institute of Technology