There are no differences for these. You can use both anytime you want. just think how would you use "I wish" and "I want".... It is the same thing with "Mau" and "Nak" E.g *saya mau ke pasar *saya nak membeli sebuah buku

yes, it can be used interchangeably, but we normally use "nak" most of the time. Heck, I forgot the last time i ever use the word "mau" in my sentences. e.g. saya nak makan/tido/study/etc. hope it helps.. ^ ^