What's the difference of setting up CPU affinity between by Server's Task Manager and by SSMS?
Update based on comment from Max Vernon.


  Setting the affinity mask with Task Manager will only have effect
  until SQL Server is restarted. Using sp_configure will ensure the
  change remains effective across restarts.


Using task manager make sure you pick the right process especially if you have multiple SQL instance. With SSMS it is obvious which one you are changing.

Microsoft recommend to use:

sp_configure 'show advanced options', 1;  
RECONFIGURE;  
GO  
sp_configure 'affinity mask', 38;  
RECONFIGURE;  
GO 


Details here.

Word of caution from the same article.


  Do not configure CPU affinity in the Windows operating system and also
  configure the affinity mask in SQL Server. These settings are
  attempting to achieve the same result, and if the configurations are
  inconsistent, you may have unpredictable results. SQL Server CPU
  affinity is best configured using the sp_configure option in SQL
  Server.