The Dark Mode is only available on macOS 10.14 Mojave.
1. On Installation: You'll get asked for the appearance as part of the installation of Mojave.
2. After Installation: If you want to change it afterwards go to System Preferences
> General
and change the Appearance
.
2b. On macOS Catalina: You get even a third option to change the appearance automatically based on your Nightshift preferences.