Const (Constant) PROGMEM is there a difference?

That depends on how the constant is used and in what context. If the value is a literal that would normally be part of an immediate constant in an instruction, then yes, it will consume no extra RAM.

Steen: so it's completely embedded in the compiled code and does not take any SRAM?

What's embedded? That question doesn't make a huge amount of sense. Sorry.

These are likely to take the same amount of code, SRAM, whatever:

int a = 42;

...

#define THE_MEANING_OF_LIFE 42
int a = THE_MEANING_OF_LIFE;

...

const int TheMeaningOfLife = 42;
int a = TheMeaningOfLife;