What game engine? 

Here's what I use to do that in Unity. Put this code inside your dart and run it when it hits the board

GameObject dartBoard = GameObject.FindWithTag("DartBoard");   
if (dartBoard != null)  {      
    transform.SetParent(darboard.transform, true);  
}

Note that the dart board would need the tag "DartBoard"

I use Godot, so I'm not sure how it would transfer over, but maybe you could find something to reparent the dart so it is a child of the board?

This is all under the assumption that GameMaker has a parent - child relationship structure in the first place. 

EDIT: Just saw that another person had already recommended this. Whoops. :P