I want to install Darky ROM to replace my stock Gingerbread phone.
Can I do this without Odin, using CWM, or will that only work if I have a previous version of Darky?
If you have a working CWM or 2e recovery you can flash Darky's with it just fine from a stock ROM. If you have a lagfix, particularly the ext2 OCLF, be sure to undo it first. (It appears Darky's uses the Voodoo ext4 lagfix, so no need to disable Voodoo beforehand. See Is the Voodoo lagfix compatible with Darky's ROM?)
Note that your data will be wiped unless you're already using Darky's, as per the XDA thread.