"Duro" has a broader meaning: it is literally related to the consistency (hard), but in a metaphorical way indicates something difficult as well (difficult)
On the contrary, you'd use "difficile" just to describe something difficult and/or demanding.
For istance:
- la vita è dura (difficult)
- le condizioni climatiche in Islanda sono dure (harsh)
- la copertina di un libro è dura (hard)