Let us start by drawing the water molecule:
The two hydrogen atoms and one oxygen atom within water molecules (H2O) form polar covalent bonds.
As a result of water's polarity, each water molecule attracts other water molecules because of the opposite charges between them, forming hydrogen bonds.
Since the oxygen is partially positive and the hydrogen atoms are partially negative, the water molecule is able to attract other water molecules and between the water molecules, the hydrogen bonds are formed which are different from the covalent bonds that are in between hydrogen and oxygen atoms in one water molecule.