The units mw and mW are the same. They mean milliwatts. The terms Mw and MW, however, means megawats, which is a billion (1x109) times greater than a mw or a mW.
Another Answer
The correct symbol for a watt is an upper-case 'W'. So the correct symbol for a milliwatt is 'mW' (not 'mw'), and the correct symbol for a megawatt is 'MW' (not 'Mw').