Digitally, they're _the exact same thing,_ represented by the exact same code point:*
https://en.wikipedia.org/wiki/Hyphen-minus
The figure dash _literally_ serves the same purpose as the hyphen:
https://en.wikipedia.org/wiki/Dash#Figure_dash
ASCII was limited, compromises were made, and "dash" and "hyphen" became interchangeable.
Most style guides accept both under the term "dash":
https://www.chicagomanualofstyle.org/qanda/data/faq/topics/H...
* Unicode has changed this somewhat, though not perfectly.
Bonus:
https://dictionary.cambridge.org/us/grammar/british-grammar/...
Hyphens are a form of dash (-) which we use between words or parts of words.