The explanation is as follows.
Everything is made up of atoms is incorrect. Unless of course if you say thing equates to matter then yes, matter (except for the blasted dark matter) is made of atoms.
Dark matter is a hypothetical type of matterdistinct from baryonic matter (ordinary matter such as protons and neutrons), electrons, and neutrinos.
Dark matter has never been directly observed; however, its existence would explain a number of otherwise puzzling astronomical observations.
Dark matter is that component of the universe which is not ordinary matter, but still obeys ρ ∝ a−3.
So there may not be a very clear explanation for constituent of dark matter.
Hope it answers your question.
All the best!