Files to look at:
How to create custom theme for DXTabControl
This example shows how to customize main visual elements of the DXTabControl by overriding styles.
You can read an article that describes this approach: KA18580: How to modify DX themes in WPF Refer to it for more information.
Update
In the 15.1 release, we introduced new customization capabilities. Refer to the T245606 and T327852 examples to learn more.