The phrase "to illustrate the difference" means to show and explain how two or more things are not the same, usually using examples or visuals to make it clear. Full definition
The graph below illustrates the difference between your current mortgage and the mortgage you are considering. (cfs4me.com)
The example is going to clearly illustrate those differences, with the ultimate objective of producing a document that will grab the attention of the casting director. (money-zine.com)
Here's a video comparison review to help illustrate the differences between the two. (blog.the-ebook-reader.com)