Is diffusion of gases and exchange of gases is same thing in lungs?

No it is not same because , in diffusion it goes from higher concentrations to lower concentrations but this not happen in lungs

The gases on either side of the gas exchange membrane equilibrate by simple diffusion. This ensures that the partial pressures of oxygen and carbon dioxide in the blood leaving the alveolar capillaries, and ultimately circulates throughout the body, are the same as those in the FRC.