Worth as an adjective has several meanings:
1. Related to money, e.g. the cost: My house is worth £150,000 or relating to good value, e.g. My phone cost me £300 but it's worth it as it's a great mobile.
2. A good use of time/money/effort/risk etc, e.g. It takes 3 hours to get to the lake, but it's worth it as it's really beautiful there.
'Worthy' as an adjective usually means deserving respect/attention/admiration/support. Here are some examples:
a. This charity is a very worthy cause.
b. He's not worthy of your help, wait until he makes more effort.