When using these words to describe someone's emotional state - after the verb "to be" and before "of" - you can use afraid or scared with no change in meaning.
She's afraid of spiders. = She's scared of spiders.
"Frightened of" can also be used, but it's not as common.
However, when used in the active voice, and the SUBJECT of the sentence is the scary thing, you can use only scared or frightened:
The loud noise scared me.
The loud noise frightened me.
You can also use scary or frightening to describe something that causes fear:
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