Work and job are very similar concepts, and sometimes can be used interchangeably. However, sometimes, they mean different things, so I understand why this is a challenging pair of words!
"Work" is often a general, uncounted term. It can be used to point to the actual tasks that a person is doing. It sometimes means the same thing as "job," but more often means the actual tasks that need to be done.
"Job" usually means a collection of tasks and often refers to a person's employment.
"Job" requires an article (a/an, the) or possessive (my, his, her, etc.), but "work" does not.
Here are some examples:
"I have a lot of work to do." - There could be many small tasks included in the word "work."
"I have a big job to do." - One job that includes a lot of work, either many tasks or one time-consuming task.
"My work is going very well." - This means someone feels good about the tasks that they are completing.
"My job is going very well." - The employment is going well. This could include details like relationships with co-workers or the tasks that are being completed.
"I have to go to work." - This means a person needs to go to their place of employment.
"I have to go to my job now." - same meaning
"How's work?" - This is a synonym for "job." When someone just asks this question, they mean "How is your job going?"
As mentioned in another answer, "work" is also a verb, but "job" is not.
You can say, "How is work?"