I think the simplest answer I can give is this:
An inferno is better used for a blazing fire. Let's say you're looking at a fire pit and the fire keeps growing wild, you could say, "What an inferno," But you wouldn't say "What hell!"
Similarly, for hell, it can be used for situations that mean terrible, such as "Oh hell, I just cut my finger." You couldn't say "Oh inferno, I just cut my finger." So there is a difference there.
Hell is more of a place (in theism) or used to describe annoyance.
Inferno is more of a fire, but also means a hellish place (in theism) but not used to describe annoyance.
Hope this helped at least a little!