What is the exact difference between a hydrogen bond and polar covalent? ?

well individual water molecules are made up of 2 H atoms and 1 O atom,. The atoms are joined together by covalent bonds- forming molecules of water
 i.e  H-O-H (bond angles and shape not correct)

now if you have a sample of water it would be made up of many molecules of H2O. the actual molecules of H2O would be held together by hydrogen bonding.

hydrogen bond are a special type of intermolecular force which only occurs between H and very electronegatives elements (F,O, or N). they  
are very strong.

so basically you have molecules of H2O and hydrogen bonds form between the H from one molecule and the O from molecule


hope this helps.