You must win the Shadow Lottery in Diablo Immortal to join the Shadows and create a dark clan.
How to Join Shadows / Dark Clan – What is The Shadow Lottery? Diablo Immortal
Joining a dark clan is an important component of your war against the armies of hell, but you must first win the Diablo Immortals Shadow Lottery – which is more complicated than it seems.
The Shadow Lottery is purely random, although you get three chances per day to try. It's just the beginning as your lucky number increases. You still have to complete a series of challenges before you are deemed worthy of joining a dark clan.
At various times throughout the day, the Shadow Lottery runs for one hour from the Wolf City Tavern in Westmarch.