In English, there is not so much emphasis on "degree of politeness" as in Japanese, so if the textbook translates both as "who" it is correct. While どなた can be described simply as "who", どちら様 could be translated as "which gentleman/ which esteemed person".
I would use the former in a normal setting, while the latter in a stiffer and more polite setting (which usually means you are either in the service line, or you are referring to your superiors).