How is Heart of Darkness an example of the Mystery genre?
Heart of Darkness is usually classed as a philosophical adventure story, but it contains various elements of mystery as well. The most important example of this is the central plot: where is Kurtz, and why has he stopped communicating with the Company? Marlow acts as investigator, going where the Company will not to figure things out. He is stonewalled by the Company Manager in the area, held back by "inexplicable" equipment failures, and is forced to work harder than ever in his life to make the journey.
There were rumors that a very important station was in jeopardy, and its chief, Mr. Kurtz, was ill. Hoped it was not true. Mr. Kurtz was... I felt weary and irritable. Hang Kurtz, I thought.
(Conrad, Heart of Darkness, gutenberg.org)
Marlow is the reluctant investigator, and Kurtz is the primal force behind all the mysteries and the terrible things that no one will discuss. Marlow is forced to discover every fact of the story himself, dragging the truth out of a mire of lies. When he finally finds out what has happened to Kurtz's mind, and what Kurtz has done in his madness, Marlow wishes that he hadn't been so curious, but like all good mysteries, the discovery must be made to understand all that comes before.