How can I apply the colors chosen in the theme by the user, so that my colors overlap with the windows colors.

I was thinking of this api GetSysColor, GetThemeSysColorBrush and DwmSetWindowAttribute with parameter DWMWA_USE_IMMERSIVE_DARK_MODE

Am I on the right track?

im using C++/CLI mode

The WinAPI has a header file for getting and setting theme related info: <uxtheme.h>

https://learn.microsoft.com/en-us/windows/win32/api/uxtheme/

How you use it is up to you.