I think you are a little confused with your question.
Daniel and his friends didn't suffer, they were protected by the Godhead. Their faith was tested, most definitely, because they refused to worship Nebuchadnezzar's image, but they suffered no injury or harm.
As for the nation of Judah, that was invaded by the Babylonians at that time (circa 585 BC), and yes, they definitely suffered torture and death, in the their thousands, at the hands of Nebuchadnezzar's army. Those that were left were carried off into captivity to Babylon. Daniel and his friends were amongst those captives.
As Christians, though, we are called to take up our crosses and follow Him. Now that will involve suffering at different times, with various trials that will come our way which, in turn, we must endure and count as all joy.
Not easy, I know, but we have been given the Holy Spiritual power in order to do it.