As adverbs, whence is used interrogatively to mean from where; from which place or source, but where is used to mean At what place; to what place.
ex:
Whence came I?
Where do you come from?
As conjunctions, where means while on the contrary; although or whereas , but whence is used for introducing the result of a fact that has just been stated
EX:
The work is slow and dangerous, whence the high costs.
This is the house where I was born.