First, you have to identify your theme. Was one discussed/provided in class? If not, decide on one "big idea" that you see manifested in the text. Love, Death, Ignorance, Respect, etc. are big ideas (not necessarily from HOD, though. You have to find your own!). Then decide what Conrad is saying about the "big idea" you have chosen. Once you know that, you have your theme.
Then, choose a literary technique. Conrad uses imagery, foreshadowing, and first person narration, among others. How does the use of your chosen technique relate to your theme? For example, how does Conrad's choice to tell the story through the eyes of a character help the reader understand the theme you decided on?
There is more than one theme present in Heart of Darkness. However, one of the most prominent theme is the Pervasiveness of Darkness.This theme is evident by use of literary devices one of which is chiaroscuro. Chiaroscuro is the artistic use of lighting. Conrad uses lighting as a device to show the different shades of a humans heart. As Marlow goes deeper and deeper into the heart of the Congo he realizes changes that occur around him and possibly in himself. It is a journey of self discovery as much as it is of the discovery of human nature. The book is divided into three main sections, the outter station the central station and the inner station. During this journey to each station Marlow notices things begining to darken. People begin to change around him for example his white companion in the central station is at first a "good fellow" but as the journey gets tough you witness the white man yelling and asking Marlow to kill one of the natives.
Basically, Conrad uses many different literary techniques to portray the different themes.