Nothing. The semantics (the meaning that you 'get' from a string of words, not necessarily the 'actual' meanings of each of the words in that string of words) of the two sentences are the same. Grammatically, the difference is the two prepositions, 'during' and 'in.' 'During' has DURATION: something happened 'across' a period of time (the '40's). 'In' tells you that something (the War) happened within ('inside') a given period, the '40's. Note that the preposition 'in'
is being used here specifically in respect of time. When you say, 'I put the apple in the box,' the preposition 'in' is being used to indicate position, not time.