Title
Basically one of my ideas for a project revolves around the futility of man and the wish for individuality. I want to put it into a dark storyline revolving around philosophical matters. (similar to how the xeno games handled their dark storylines)
I got the characters, I got the setting, I just want to know how to structure it properly. Any advice will be well appreciated.
There's not really enough to go on here. As a writer, your setting should've been plenty to get a story rolling here.
When you write something, you start with "base concept". Usually 3 words. Maybe up to 10 if you're feeling ambitious. So, yours would probably be, "Living is a pointless waste of time" if we're talking about "The Futility of Man". Which... is pretty bleak. But, when you are that vague, that's what we have to go with. I prefer something less vague as a launching point. That's just my preference because it gives me a solid foundation. Other writers work fantastically with a "vague concept".
Okay, so your base concept is basically "Living Is A Pointless Waste Of Time".
So, then you've got a character motivation attached to that. "I want to be an individual". Individuality could be a theme, but it'll be very difficult to mesh that with "Living Is A Pointless Waste Of Time". So, I've essentially relegated it to a dream, desire, motivation of a character... or all your characters.
Which, brings me to your setting. You... don't really advertise one. So, I'll slot one in here that might fit. Dystopian Future kind of like the book, "Brave New World", where nobody is an individual and the point of life is merely to perform your job until you die. Likewise, you could make your characters robots, and it might work too.
So, then you need to build your world.
To figure out how to pace your story and how to structure it... You need to do some world building. Who are the major players? Who are the major powers? Why is the world like this? Who keeps it that way? What's so bad with individuality? How do the characters become aware enough that they want to break out and be individuals? What's the central conflict? What's the technology base? What are the people like? What is the history of your world? What are towns like? Cities? Is there religion? What are weapons like? Does it have magic? Technology? How does it work? How are people treated from different social strata? Are there any social stigmas? Is there even a social hierarchy? What's that like?
When you finish world building, you'll have a story to tell. You'll know everything about the world. You'll know how it begins and how it'll end, because you'll know everything about the world as well as why everything is futile. You'll know what the world will do in response to anything your protagonists will do.
Now...
If you're referring on just how to structure any particular story... Eh, they're all basically structured the same. Opening (gives us the characters and setting and sometimes the villain), Rising Action (not sure what this is really called, but it's what I call it... it's when the initial conflict first shows up). Midpoint Break (again, not sure I'm using proper terminology, but this is basically the point where the protagonists and antagonists have their plans starting to solidify before they begin to implement them). Downhill Slide 1 (yeah, I don't know any of these terms. This is when things start being resolved as the major players move against each other). Escalation (this is when the big bad or whatever happens that shows us things are worse than we thought, or there were plans we didn't know about, and now our protagonists are in really deep trouble with no way we can think of to fix things). Downhill Slide 2 (protagonists pull something clever out of their rears and stop the major bad thing that was happening from Escalation. Or, they put a plan into motion to stop it). Finally, we get, "Conclusion" (everything is wrapped up with the story, however it finally shook out, if the badguys win they maybe get to gloat, if the good guys won they maybe get to live Happily Ever After, and we get kind of a synopsis of everything that happened after the story ends).
Most every story follows that structure.