When it comes to using Legal Databases, people tend to fall into either one camp or the other, but correct use of both the major legal databases can be a huge help when it comes to legal studies.
The following link takes you to a quick comparison guide that highlights the key features of both Lexis and Westlaw: Comparison Guide to Lexis and Westlaw.
Please also bear in mind that both databases have their own Help sections. You can access them from the main page of both databases.
Note: The guide above is specific in some places to the IALS subscription, but a lot of the information is general information about each database.