You can only play darts in one location but all three characters can have a game. None of them have a distinct advantage over another so just choose whoever you like.
The name of the game is to reduce 301 to 0 using three darts per turn. Always try and go for treble 20 in the first turn and see where you end up. You want to use as few darts as possible to get to 0. You must always finish on a double or a bullseye so factor that in when you decide which numbers to go for
During a turn, you get one opportunity to focus your aim. This makes hitting those tricky trebles or doubles a lot easier and should only be used when trying to get a 180 or to hit a double and win the leg. It only lasts a few seconds though so line up your shot as best you can beforehand.
The key to winning is having a decent knowledge of maths but more importantly, patience. You have as long as you want to throw so take your time.