The difference between these two lies in the nature of work undertaken, period of study and method of examinations.
Taught courses involve formal lectures, seminar programmes and written examinations.
They impart advanced knowledge in the subjects that are previously studied at the undergraduate level more generally. But there are some exceptions, some are conversion courses so that the student can switch to another area not studied at the undergraduate level. Taught courses provide an opportunity to enhance the knowledge in the subject previously studied or to study a new subject. PG courses in the UK are very intensive. They can be completed in an academic year whereas in other parts of the world it takes two years.