The most common way is to buy/download a font that has the weight you want and load it onto your device. You will still want normal, italics, bold and bold italics. The difference is that you will use a font in which the base (that would be normal) is darker than usual.
For example, I recently needed to use a font called museo-sans in a project. I had a huge number of choices for the font
http://www.myfonts.com/fonts/exljbris/museo-sans/. Chief among the differences was the weight or darkness of the base font and all of the variants that build from there.
A great many of the fonts that we get for free on our computers have other "versions" that may be darker. You have to look for them though.