Coming from Win 7, the Win 10 interface looks like a step back. But that's the way it is. In the meantime, I am accustomed to it, and Win 7 looks overloaded to me now.
If you want to Win 7 look in Win 10 you must try to install a corresponding theme, like
https://winaero.com/blog/get-windows-7-theme-for-windows-10/. Never tried it myself, though. And it will be applied to all applications, not just for the one you are writing at the moment.
It is the philosophy of the LCL to create applications based on the native widgetsets of the operating system so that they look exactly like any other native applications for the OS. If you don't like that you must switch to non-LCL controls, such as BGRAControls (good) or CustomDrawn (incomplete) or others. However, be aware that leaving the standard interface forces the user to like your interface. If he does not your application will have a short life-time on his disk.
You cannot change the color and sometimes the font of many themed controls. The object inspector contains a page "Restrictions" to tell you which restrictions exist for the various widgetsets in setting properties. The page appears a bit confusing to me, sometimes the "Restriction Browser" in menu "View" is clearer. But in general, forget about setting colors as you like. That's the price for having a common look and feel. Or - as I said - use non-LCL controls.