A law is something that is enacted by Statute or part of the common law (as developed in the English Legal System by the judgements given by Judges over hundreds of years).
Whereas a rule is not law. For example, the rules of the game of Monopoly, Cludo, Dominoes, Chess. Or the rules in football, cricket, hockey, etc. You can also have company rules (set by the company you work for), department rules (that only apply to the department you work in) or house rules (which only apply in your house).
Hope this helps,