How does the novel highlight the futility of the European presence in Africa?

This is a great question because one of the primary themes of Conrad's Heart of Darkness is that, for all their supposed strength, the European powers in Africa, especially the Belgian Congo, are actually pursuing a futile enterprise doomed to fail. This fact is most completely exemplified by the utter degradation of Kurtz, the former ivory trader driven mad by isolation in the wilderness.

Isolated at his remote trading station for a considerable length of time, Kurtz descends into madness and chaos, shirking his civilized past and promoting himself to godlike status. Kurtz' downfall is most classically illustrated by the severed heads he keeps on stakes around his dwelling place in the heart of the Congo. It is clear that, instead of gaining wealth and "civilizing" the natives (which, it must be noted, is a fairly pompous, racist, and patronizing goal in and of itself), Kurtz is ruined, his hold on reality disintegrates, and he ultimately dies a miserable death, but not before he recognizes "the horror" of existence.

Kurtz grisly end can be interpreted as a lot of different things, but, for our purposes, it's best to focus on the implications it has for the European occupation of the Congo as a whole. Kurtz' demise suggests that European powers do not, in fact, have the power to completely dominate Africa, as white men are clearly unprepared for the trials of living in the wilderness far from the cities of Europe. Moreover, it's clear that Conrad is suggesting the attempt to control African regions will only lead to a brutal and disturbing defeat. As such, we can view Kurtz' downfall as an example of the fate that awaits European powers attempting to conquer the Congo and other African regions.