The Brownian motion is the stochastic motion of the molecules. As given
by the kinetic molecular theory, the direction of motion of molecules is
random. The speed is governed by the temperature, which is a measure
of kinetic energy of the system.
Diffusion is statistical
phenomenon one observes, due to the Brownian motion. The random movement
of molecules ensures that a molecule will travel from its starting
place, in what's called a "random walk" pattern. The statistics come in
when you observe the molecules in large numbers. Imagine a drop of dye
in water: it is first localized in a small area, and then diffuses
outwards, even assuming the energy input into the system from injecting
the dye is zero. Each dye molecule travels in a random direction, and
since there exist many more microstates (the possible positions where
the dye molecule can be) than a localized spot of dye, it diffuses. This
is the idea of entropy. In short - it is very improbable for randomly
moving dye molecules to suddenly aggregate back into a single, localized
spot, therefore diffusion occurs.