1. Consider the setting. This is self explanatory. If you're writing a dark, gothic type story setting it in an old, dark castle or house seems natural. But what if you're writing a dark story that is set in the tropics, or on a summer vacation? Use that setting to make the case. For instance, that bright tropical setting can hold lots of dark, hidden secrets in either glaring sunlight or in unusual shadows in unexpected places. A dirty alley where the heroine gets lost as she goes home from the sun drenched beach with plenty of shadows and perhaps a scary stranger can set the mood for a darker future to come.
2. Look for just the right words to set the stage for the mood. If you're setting the story in the middle of winter, go beyond just describing the cold, make the characters feel it with chilled hands, frosty breath, numb fingers, or cold rooms. Bring the cold even into the heart of a warm house or car, and then make the characters feel that coldness from their skin to their souls.
5. Don't be afraid to experiment. Play with the scene and try writing it in several different ways and then see what makes it most effective. Do you write it in first person? Does it work better from a certain character's point of view? Does it make it better if you describe the scene or if you let the character give their own impression?
All these methods can work and can help you capture the setting which in turn will make each story unique. Good luck!