This is explained in details in this post. In short:

• In the early universe, dark matter particles could annihilate into Standard Model particles and vice versa, dark matter could be produced from Standard Model particles.
• After a while, the universe cooled down and the Standard Model particles were not able anymore to produce dark matter anymore. The density of dark matter therefore went down (dark matter annihilation was still ongoing).
• Even a bit further, the universe has expanded too much so that dark matter annihilation was not possible anymore (there was no way for dark matter particles to meet each other). As a result, the density of dark matter freezed out. This density is still what we have today.

Now dark matter is spread all over the universe and dark matter particles can go through Earth. Those are the ones that one tries to detect.

Hopefully, now it will be slightly clearer ;)