"Look" - simply means just that. To gaze, to perceive something with your eyes. It is a very general term.
Example: "When I entered the room, I found him looking at me with wide eyes."
"Have a look" - implies that you are observing something and there is a particular reason why you are doing it. Perhaps you are investigated something and want to "have a look" in order to figure something out.
Example: "Let me have a look, so I can see if there is anything else that needs to be done."
I hope this explanation helps.