What do I say to a 6 year old that is cheating at board games?

Kids will do this to make themselves feel better. They don't actually learn right and wrong until the age of 10. I would bring it up but in a funny way, being overly dramatic and saying "Sam, shock did I just see you cheat?!"

That way she knows it's been pointed out but it's also be made a little fun. So won't scar her.

This is one of those things you ask the parents about.  It's really more a parenting issue than a babysitting one, and they might have strong feelings on how you handle it.  Also, I can promise they will appreciate the question.

Say for example, i think you made a mistake. This should have bern done a different way. If that doesn't work, just stop playing board games with them. You don't want to encourage cheating.

Let them know you're aware of it without calling it out. That will make them feel guilty without you actually accusing them and they won't be able to deny anything. Like when you see them do it, catch their eyes and smile. Do it every time.