What is the difference between minecraft downloaded from minecraft.net and windows store?

Minecraft from minecraft.net is the full game Minecraft from ms store is for W10 which is from next year will be a payable annual/monthly subscription service

If you're referring to Minecraft Windows 10 Edition, all that is really is just a desktop version of Minecraft PE (widely available on iOS and Android). Minecraft, when downloaded from Minecraft.net, is the full game which you can mod if you so desire and get more frequent updates and content releases.