I originally wanted to know how to disprove by counter example and found out that I was trying to disprove something that was true.
MPW and Brian in the comment section of MPW's answer helped me discover that while it might be true that one side is a subset of the other, the reverse may not be true.
Suppose $x\in (A\cap B\cap C)\setminus D$. Then $x\in A$, $x\in B$, $x\in C$, and $x\notin D$.
Since $x\in B$, certainly $x\in B\cup C$.
Since $x\in B\cup C$ and $x\notin D$, we know $x\in(B\cup C)\setminus D$.
Since $x\in A$ and $x\in(B\cup C)\setminus D$, we know $x\in A\cap ((B\cup C)\setminus D)$.
We have just shown that if $$x\in (A\cap B\cap C)\setminus D$$ then $$x\in A\cap ((B\cup C)\setminus D)$$ In other words, we have shown that $(A\cap B\cap C)\setminus D \subseteq A\cap ((B\cup C)\setminus D)$.
So the statement is in fact true. You won't find any counterexample since non exists.