They mean the same thing but are used in different ways. For example:
When telling a story you would say "A few days later" to indicate that time had moved on.
If someone is explaining a recipe or procedure for making something they might say:
"Put the glass in the bucket. After a few days, take it out and it will be clean" In this context it means you should leave the item or project for a few days and then go back to it.
I hope this helps!