UWP Apps are designed to work across different platforms.
All UWP apps are Windows apps, but not all Windows Apps are UWP Apps.
The primary means to purchase and install UWP apps is from Microsoft Store.
The terms Universal Windows Platform (UWP) and UWP app only appear on Microsoft documentation for its developers.
Security
For security reasons, a UWP app must declare which resources (such as microphone, location, webcam, USB devices etc.) and data they want to use and access. The user of a UWP needs then to authorizise the desired access.
API
UWP apps use a common API that is available on all devices that run Windows 10.