@Mahender, you probably meant the difference between \W (instead of \w) and \b. If not, then I would agree with @BoltClock and @jwismar above. Otherwise continue reading.
\W would match any non-word character and so its easy to try to use it to match word boundaries. The problem is that it will not match the start or end of a line. \b is more suited for matching word boundaries as it will also match the start or end of a line. Roughly speaking (more experienced users can correct me here) \b can be thought of as (\W|^|$). [Edit: as @?mega mentions below, \b is a zero-length match so (\W|^|$) is not strictly correct, but hopefully helps explain the diff]
Quick example: For the string Hello World, .+\W would match Hello_ (with the space) but will not match World. .+\b would match both Hello and World.