It means slightly different. When you have a business (사업) depending on a scale of a business you would differentiate the company whether it is a small or a large business.
저번주에 제 친구가 가게를 차렸어요/열었어요/시작했어요. (could be a store, cafe, restaurant = used in a sense where the business isn't as big as a company)
회사를 창업했어요/세웠어요. (started a business, built a company = used in a formal way stating a business that requires various departments)