The problem with trying to form a black hole with dark matter is that dark matter can only weakly interact (if at all) with normal matter and itself, other than by gravity.
This poses a problem. To get dark matter concentrated enough to form a black hole requires it to increase its (negative) gravitational binding energy without at the same time increasing its internal kinetic energy by the same amount. This requires some sort of dissipative interaction between dark matter and normal matter (or itself).
The following scenario should make this clear. Suppose we have a lump of dark matter that gravitationally attracts another lump of dark matter. As the two approach each other, they accelerate and gain kinetic energy. The kinetic energy gained will be exactly enough to then separate them to a similar degree to which they started, unless some dissipative process takes place.
An example is to suppose that dark matter is weakly interacting massive particles (WIMPs). WIMPs are gravitationally drawn towards the centres of stars. If the weak interactions happen sufficiently frequently then it might be possible for them to accumulate in stars, rather than shoot through and out the other side.
It has been hypothesised that black holes could be made like this near the centre of a Galaxy, seeded by dense neutron stars. The density of neutron star matter, combined with the enhanced density of dark matter near galaxy centres could result in dark matter accumulation in the neutron stars, leading to the formation of black holes.
Once a black hole is formed then any dark matter that enters the event horizon cannot emerge regardless of what kinetic energy it gains in the process. However, there is still a problem. Material in orbit around a black hole has less angular momentum the closer it orbits. To pass inside the event horizon requires the dark matter to lose angular momentum. Normal matter does this via an accretion disc that can transport angular momentum outwards by viscous torques, allowing matter to accrete. Dark matter has almost zero viscosity so this can't happen.
So building a supermassive black hole from a smaller seed would be difficult, but forming small black holes out of neutron stars might be easier. It has been proposed that a relative lack of pulsars observed towards our own Galactic centre could be due to this process.