You Cannot Override Admin Files Directly In Your Theme. You Need Custom Module For Overriding Admin Files OR Use Existing Custom Module.
1) Copy vendor/magento/module-sales/view/adminhtml/templates/order/view/info.phtml
to app/code/Vendor/Module/view/adminhtml/templates/order/view/info.phtml
2) Create sales_order_view.xml at
app/code/Vendor/Module/view/adminhtml/layout/sales_order_view.xml
and add this code
<page xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="urn:magento:framework:View/Layout/etc/page_configuration.xsd">
<body>
<referenceBlock name="order_info">
<action method="setTemplate">
<argument name="template" xsi:type="string">Vendor_Module::order/view/info.phtml</argument>
</action>
</referenceBlock>
</body>
</page>
3) Depending on your cache settings you may have to clear cache: php bin/magento cache:clear
