I wanted to know whether above statement is true. If it is, how can one go about proving it?
Say A $\subset\mathbb{N}$ is a set such that $\forall$ k $\in\mathbb{N}$ , A contains infinitely many multiples of k. Let S $\subset\mathbb{N}$ is such that limsup$_{n\rightarrow\infty}$ $\frac{|S \cap [1,n]|}{n}$ $>$ 0 i.e. S has positive upper density. Is it true that A $\cap$ (S-S) $\neq\emptyset$.
The statement is not true.
Let $A = \{(2k)! : k \in \mathbb N\}$. We construct a large $A$-difference-free set $S$ iteratively: for each $k$, we'll construct $S_k$ to be a subset of $\{0, 1, \dots, (2k)!-1\}$ such that $S_k - S_k \cap A = \varnothing$, and extend $S_k$ to form $S_{k+1}$.
Start with pretty much any base case you like; e.g., take $S_3 = \{42\}$ because $42$ is your favorite number.
To construct $S_{k+1}$ from $S_k$, let $d = (2k)! + (2k-2)!$ and take the union $$ S_k \cup (S_k + d) \cup (S_k + 2d) \cup \dotsb $$ for as long as possible without exceeding $(2k+2)!$. This is $\Theta(k^2)$ translates of $S_k$. Call this union $S_{k+1}$.
First, we show that $S_{k+1} - S_{k+1} \cap A = \varnothing$. There are three cases:
Second, we show that $S_{k+1}$'s density in $\{0,1,\dots,(2k+2)!-1\}$ is not much lower than $S_k$'s density in $\{0,1,\dots,(2k)!-1\}$.
By translating by $d$, we are looking at $S_k$'s density in $\{0,1,\dots,d-1\}$ instead of $\{0,1,\dots,(2k)!-1\}$, which is off by a factor of $\frac{(2k)!}{(2k)!+(2k-2)!} = 1 - O(\frac1{k^2})$. Also, the last translate of $S_k$ might be cut off a little bit to avoid exceeding $(2k+2)!$, but there are $\Theta(k^2)$ translates, so this also hurts density by at most a factor of $1 - O(\frac1{k^2})$. Products of the form $$ \prod_k \left(1 - O(\tfrac1{k^2})\right) $$ converge to positive values, so we get a positive lower bound on the density of $S_k$ in $\{0,1,\dots,(2k)!-1\}$ for all $k$. Therefore $S = \bigcup_k S_k$ has a positive upper density and yet $(S - S) \cap A = \varnothing$.