It's hard to say! Generally, they are interchangeable, with "difficult" being slightly more formal. However, while both can mean "challenging," "not easy," and so on, "difficult" can also suggest something is painful or emotionally challenging. For instance, "After his wife died, he had a difficult time." Here, we would not use the words interchangeably. Only "difficult" works. However, if the meaning is just "not easy," either will suffice. "The test was hard!" (This is less formal.) "The test was difficult!" (This is slightly more formal.)

The mean the same thing and can both be used in the same sentences.