I am not a language tutor, but I can give you my opinion as a native Welsh speaker;
There isn’t really a major difference between these terms. A native speaker would certainly understand if you were to use either term interchangeably in conversation.
“Ffrind” - I would describe ffrind as a more informal way of saying “friend”, and is more common in spoken Welsh (at least in Southern Welsh dialect where I come from). I would use this when talking about a friend, for example: “Mae Nastya yn ffrind I mi” = “Nastya is my friend”
“Cyfaill” - I would describe cyfaill as more of a formal word, similar to “an associate”. The word “Cyfeillachu” means “to associate”, but as I said before, it would still make sense if I said “Mae Nastya yn cyffaill I mi”
If you were to say “We are friendly” you could say “Da ni’n cyfeillgar” or “Da ni’n ffrindiau”. Neither would sound incorrect to me.
I hope that helps.