How do you clue in your readers as to what your theme is, especially when the theme is morally wrong? Let's say your theme is: Survival is the most important thing, and to survive you must be willing to commit any crime. Because this theme is so wrong, it's difficult to assume your readers will understand what the theme of your story is since it's a theme that's rarely if ever adopted by an author. How do you clue in your readers to that?
In movie scripts, they often want the theme expressed early in the film; somewhere before the inciting incident. Usually this is expressed in some form by one character summing up a situation for another; that character may be the protagonist or anybody talking to the protagonist; even an extra, a homeless bum.
"What goes around, comes around."
"You can whine about it, or do something about it."
In your case, the line might be something like, in response to a news story:
"I get it. He had to save his kid. Who cares about a train full of strangers?"
"Screw morality, I'd go down swingin' too."
"Our morality shrinks as our desperation grows. Remember that."
If you can have a character quickly state your theme explicitly and sound natural, fine. Otherwise, just allude to it, as I have done. And invent situations in which the characters, even walk ons, exemplify the theme. Don't keep stating it.
I'm a little confused as to what you mean by the moral/theme of a story being "morally wrong", and this ties into the general answer to your question.
The entire point of the theme of a story is to reveal some moral truth about the way the world works (or at least how the author believes the world works). This is why it's often called "the moral of the story". Imparting moral wisdom and life lessons is the entire reason humans started telling each other stories in the first place.
Thus, the theme of the story must be something that you, as the author, actually believe. "Morally wrong" implies that you, as the author, do not believe in the moral message of your own story, because per your own words you have a moral compass and this message is illegitimate according to your own sense of right and wrong. The theme and moral should flow naturally from the story. If you don't believe in your own conclusion you can't make an honest argument.
Now, if you believe this to be true and you are trying to convince other people of its validity, you have an entirely different problem: no one will want to read your story.
Humans are generally pro-social animals, and as a result any story that tries to promote unprovoked aggression as a good thing (i.e., "commit any crime to survive" as you state, which would include things like assault and murder) will set off red flags and disgust most people. Committing unprovoked aggression against other members of the in-group (and sometimes the outgroup) is the worst sin a person can commit in every single human society on the planet. There are published authors who try to promote similar "subversive", pro-aggression messages, such as Ayn Rand or the Marquis de Sade, but also note that these authors have a very small fanbase and the average person considers them deranged.
At worst, people will just find the story distasteful and...not read it. At best, they'll read it and deliberately misinterpret the message because the moral is just so alien to human sensibilities no one will be able to resonate with it. There are plenty of cases where an author intended one moral message in a story and the audience gleefully ignored it for whatever reason.
It's not possible for an author to force people to agree with their moral stance, merely present their moral argument as to why they think the way they do, and if someone's morals are so warped and alien they come off as disturbed in contrast, most people won't listen to what they have to say.
The logical way to introduce this idea to your reader is for the characters to have to make a series of increasingly questionable actions to survive or thrive. But you can be subtle about it, if you want. Give a character an opportunity to do the right thing, but make it a bitter experience when they choose the "right" thing. The nun they save isn't a nun, but a prostitute in a costume. Or they rescue someone who then steals something from them they need to survive (triggering a series of increasingly desperate choices...). The goal is to embitter the character so we empathize with their seemingly flawed choices. After all, the 'other' they harm would have stabbed them in the back just as readily.
- If the goal is to point out the evil intrinsic in the character from the beginning, then have the character do something small and petty and selfish, like throwing away a solicitation from a charity. This draws attention to the character being impure from the get-go. Evil in small things indicating evil in big things. But the character can verbally espouse good values at the same time ("we should give to charity - but not today.") to emphasize the hypocrisy.
- If the goal is to track the declining morality of the characters, then make them do something bad while trying to get revenge for their betrayal. The person steals their water, and they destroy the water rather than let the thief keep it. They would rather condemn the thief to death than see them succeed at the character's own expense. But then when confronted with the same opportunity to steal the means of survival, the character can make the same flawed but necessary choice as the thief.
- Some people will lead with a prelude including the character doing the most despicable thing possible to survive. Then it cuts back to the seemingly innocent and good character earlier, and the reader is left to wonder what series of terrible events or choices led to the good character doing something so terrible.