The Windows 10 - Blue Whale VCL Style is part of the new premium styles introduced in 10.3.1. It includes Dark or Light UI elements. Once installed you will find these files two style files in your styles folder:
To install Windows 10 - Blue Whale VCL Style, just make sure you are updated to 10.3.1, launch RAD Studio, then go Tools ➜ GetIt Package Manager, and you will find VCL Style - Windows 10 - Blue Whale 1.0.
You can apply the styles to your VCL applications by visiting Project ➜ Options ➜ Application ➜ Appearance, and adding one of the Windows 10 - Blue Whale styles to your project, and optionally setting it as the default. At runtime, you can change styles with the code:
Here is a preview of the two variations.