My domain name is without hyphens, but I promote/market my brand/company name with hyphens in between (example: 'company-name'). Is it okay to have such difference? Or will it affect in any way to SEO or marketing or anything else?
You're all good, don't sweat this. Just refer to your brand name as you normally would on page and within your NAP info. That's where search engines are really going to look to understand who you are.