In the game lister it will say "Notes: Hi scores supported"
In the driver file, (src/burn/drv/pre90s/d_dkong.cpp), there's an entry for each game - usually near the bottom of the file. One can usually find it by searching for "dkong" (romset name with "" quotes). In the column that usually starts with BDF_GAME_WORKING, a tag of BDF_HISCORE_SUPPORTED will mean the game supports hiscores.
If you'd like to mark a game to have hiscore support, just add the "| BDF_HISCORE_SUPPORTED" tag. Also make sure "HiscoreReset();" exists somewhere in the DrvDoReset() function.
If you need more info just look at how d_dkong.cpp does it or ask
best regards,
- dink