how does $wpdb differ to WP_Query?

I’m going to write a function to return the next/prev post in a specific category. can anyone tell me what the differences would be in using $wpdb as opposed to WP_Query(); eg new WP_Query(args)? what determines which of these should be used?

cheers,
Gregory

The wpdb class is the interface with the database. WP_Query uses wpdb to query the database. You should use WP_Query when dealing with the native WordPress tables, to integrate your code properly with the WordPress environment. Use wpdb directly when you need to access data in your own tables.