Let the set of languages that can be represented by regular languages be $R$. And set of languages that can be generated by a context free grammar be $G$. Then surely $ R \subset G$. For the proof that every regular language has a context free grammar that generates it, I encourage you to look up Michael Sipser's book on complexity. And for the second part, there are many languages which have a context free grammar generating them but are not regular. For example $L=\{ww^{reverse}\}$, where $w^{reverse}$ is reverse of the string $w$. How do we know $L$ has a context free grammar ( you can easily come up with a push down automaton for it ), look up Sipsers. And look up pumping lemma in the book to prove $L$ is not regular.
To get an intuition, any regular language can be represented by a finite state automaton ($FSA$) and vice versa. And any context free grammar can be represented by a pushdown automaton ($PDA$) and vice versa (again, read the proof from Sipser). And in a $PDA$, in addition to the states (like in $FSA$), you also have an infinite stack. Thus intuitively context free grammars have "power" greater than that of $FSA$.