There is a menu while you're setting up a game to change the options and what not. If you're setting up a campaign, it's actually right above the option to pick what campaign you want to play on. You may also vote using the pause menu, to have a vote between members to switch the difficulty during the campaign, note however, if you are trying for an achievement for the difficulty, switching the difficulty would void your chance at receiving it. (ie: playing on expert and changing to easy. Even if you change back to expert it will void the achievement.)