A polar bond is formed with atoms having different electronegativities. The bonding electrons are attracted more towards the atom with greater electronegativity resulting in unequal sharing of electrons. Therefore the molecule develop partial charges and becomes polar. Polar molecules have dipole moment that is the partial charge on molecules due to differences in electronegativity between atoms.
A non-polar bond is formed with atoms having the same electronegativity, hence the bonded pair of electron is shared equally between atoms. Non-polar molecules have no moment.
Note that: symmetrical molecules having polar bonds are non-polar because the dipoles of the bond exert equal and opposite effect. Hence the dipoles cancel the charges.
Example: HCl
In HCl, Cl is more electronegative therefore Cl atom pulls the electron pair of the covalent bond towards itself and develops a partial negative charge. Consequently H develops a partial positive charge. This therfore leads to the formation of a dipole.