Learn Finnish: Tämä viikko on vaikea.

In this sentence, tämä viikko is the subject—it is the thing that is difficult. You only use the -na/-nä ending when answering the question "when?" (like maanantaina for "on Monday"). Because it is the main subject here, it stays in the basic dictionary form.

Does vaikea need to change endings to match viikko?

Yes, adjectives in Finnish always have to match the noun they describe. Since viikko is in the basic dictionary form with no special case endings added, vaikea stays in its basic form too.

How would I change this sentence to say "This is a difficult week"?

You would just change the word order to Tämä on vaikea viikko. Because Finnish does not use words for "a" or "the", paying attention to word order is the best way to tell the difference between "This week is difficult" and "This is a difficult week".