Semantics
da expresses a causal relation and translates to english "since".
sodass expresses a causal relation, but describes an intention or telos. It translates to English "so" or "so, that".
darum translates to English "therefore".
Grammar
da and sodass are subordinating conjunctions. That means they introduce a subordinative clause, which has the finite verb in the last position:
Er stellt die Vase ins Fenster, sodass jeder[Subject] sie sieht[Finite Verb].
Jeder kann die Vase sehen, da sie[Subject] im Fenster steht[Finite Verb].
darum is not a conjunction, but a conjunctional adverb ("Konjunktionaladverb"). That means it is an adverb, which can take the place of a conjunction:
Darum ist er traurig.
Die Vase fällt herunter, darum ist[Finite Verb] er[Subject] traurig.
These are main clauses, which have the verb in second position.
However, darum can also be used just as an adverb:
Er[Subject] ist[Finite Verb] darum traurig.
It can take the place of a conjunction and introduces a main clause then. In this case, it pushes the subject of the main clause behind the verb, whose position is stable in second position.