According to Official Documentation of Angular Material:
Including a theme is required to apply all of the core and theme
styles to your application.To get started with a prebuilt theme, include one of Angular
Material’s prebuilt themes globally in your application.
You can simply add the following to your style.css in order to get it work:
@import "~@angular/material/prebuilt-themes/indigo-pink.css";
Or you can directly include using <link> tag in your head tag.
P.S: To create your own custom built theme visit https://material.angular.io/guide/theming