Is the difference of two context-free languages still context-free? i am asking myself the following question: 

Assuming: A and B are context-free languages, then A - B (difference) must also be context-free language, right?
but I do not know how to prove it.
The complement of a context-free language $L$ is not necessarily context-free, but it is the difference between two context-free languages ($\Sigma^* - L$). (Here $\Sigma$ is the alphabet of $L$.)

See, for example, Is the complement of { ww | ... } context-free? for an example of a context-free language whose complement is not context-free.