Hello, there isn't a big difference between Hard and Difficult in the context of something being complicated to do, requiring much labor, skills and/or planning. They are synonyms and their meanings overlap.
One difference we could note is that Difficult Is a little bit more formal than Hard, but you could interchange them without problem.
This job is difficult.
This job is hard.
The construction of the house was harder than the construction of the building.
The construction of the house was more difficult than the construction of the building.
Sometimes, it is hard to understand other accents.
Sometimes, it is difficult to understand other accents.
Learning a new language is not that hard.
Learning a new language is not that difficult.