Both mean "to press", "to put/apply pressure", though "فشار آوردن" sounds more literal. Grammatically, "فشار دادن" needs a "مفعول", for example ".او دکمه را فشار داد" meaning "She pressed the button." . On the other hand, "فشار آوردن" needs a "متمم". For example, "من به دیوار فشار آوردم" meaning "I pressed/ applied pressure on the wall.". By the way, I think there is more emphasis on the act of applying pressure in "فشار آوردن", like there is in "applying pressure".