Translation:Why is that test difficult?
It's a grammatical form called the extended predicate. It is used in situations relating to asking for or giving an explanation.
So the structure isn't muzukashiin, it's ~ndesu.
I'm still struggling to learn it, tho, so you might want to look it up for better detail..
Expanation of んです, んだ, のです, のだ http://www.japanese-language.aiyori.org/article10.html
むずかしい means difficult, as in a difficult question. この問題はむずかしい。 たいへん is also difficult but also more like hard but it can also be something annoying. Eg. "I live really far from the station" or "I forgot my umbrella and it's pouring outside" that is たいへん
Maybe because you didn't study for it.. that's why the test is hard! Haha.
In my experience of spending a few years in Japan and living with Japanese the "n" sound or "no" is used for emphasis like a small exclamation point. Someone might say, ii desu ka? and one answer ii desu yo, and another, more emphatically, iin desu yo, or with a bow, honto ni, ii no desu yo. Fun, no? However, I dislike the sono here not indicating "that test", but colloquially, two boys just leaving a test might just say "the test" since which test was known to them already, and Japanese is big in ambiguity being resolved by context rather than pointing, both literally and figuratively