A quick comparison of the main parameters from the data sheets would indicate that the BU941 does have higher ratings and you can use it in place of the TIP162.
A Darlington is just a transistor configuration of two transistors in one, where the first transistor's emitter is connected to the second transistor's base. Its purpose to to give a much higher gain (beta) than a single transistor, so it requires much less base current to turn on for a given collector current. It's disadvantage is that it has a higher collector-emitter saturation voltage (voltage when switched on) then a single transistor.