A worm hole is (in theory) different than a black hole.
A worm hole is like cutting a "hole" in space and having that hole connect to another hole somewhere else directly:
While a black hole is just a hole:
Wormholes are completely theoretical; a result of playing with the math. No wormhole has ever been observed.
Black holes do exist, but the nearest ones we know of are still far far away, thousands of light years.
EDIT: And a black hole really isn't a hole, or at least we don't know if it is. Observing inside a black hole from outside is forbidden by the universe.