Dampen paper. Compress the fibers in the places you want to be lighter. Let dry.
Note that a watermark, per se, will never make things darker. If you want something to appear dark, you lighten what's next to it so there's a contrast. (The darkest parts of this image are as dark as the darkest parts of the un-marked paper.) Theoretically you might be able to make paper darker by roughening the surface... maybepossiblyperhaps -- but that isn't watermark.
If you are casting/making the paper, you could make the dark parts thicker, so they block more light. If the screen you are casting with isn't flat, you can get a variety of effects. Most watermarks are raised spots on the screen, but if you have a metal screen you could have deep/thick spots as well.
can i used a window screen?
If you can find metal screen (most are fiberglass covered in plastic) so that it will hold the shape. Look at the paper making instructables, you need to make a deckle (the screen that captures the paper fibers) that isn't flat.
make the dark spots thicker? thicker than the original paper itself? how?
how do you make a mold for these type of watermark?
I'd etch one out of copper, using PCB etching techniques. But that's just me.