Clue: A fact or idea that serves to reveal something or solve a problem (e.g. a crime or a puzzle).Cue: A signal for action (like an actor entering the stage). Also, a piece of information which aids the memory in retrieving details, or indicates a desired course of action.
Really, anything can be a clue, as long as it helps to solve something. Similarly, anything can be a cue, as long as it signals meaningful information to someone. So, more than anything else, the difference is in their individual purpose, and not what they are or who might be involved.
If all that is confusing just remember this: A detective searches for clues; an actor waits for his cue.