To be rude often refers to bad behaviour, and a lack of manners. To be harsh can refer to both the physical feel of something, or negative criticism. So when someone enters my home and disrespects me, doesn't behave themselves, and makes comments that are uncalled for, I would call them rude.
I frequently encounter the word harsh when I refer to feedback I give or receive. What I mean by that is if I were to give a presentation, and I got a lot of feedback telling me I did poorly, it would be harsh feedback because it is quite negative, even though it might actually be true.
I hope this clears it up a little. If you were to give me more context to your question, or have any specific scenarios in which you would like to know the difference between the two, and which one to use, please ask away!
Cheers :)