First of all you need to know what a bootloader is.
A bootloader is a computer program that loads an operating system (OS) or runtime environment for the computer after completion of the self-tests. —Wikipedia:booting
The bootloader configures the device to an initial known state and has a means to select where to start executing the kernel. It can allow you to make this selection, which give you for example the opportunity to start an alternative Linux kernel, or Windows. Because the bootloader is an essential component of the boot process, it is stored in non-volatile memory, such as flash memory.
Bootloaders are written by hardware vendors and are specialized for the hardware they run on.
For Android devices, the bootloader typically starts either Android or Recovery. Android bootloaders often have a basic interactive mode that can be triggered by holding the "volume down" button while the bootloader is executing.
So basically every phone has a bootloader.
And CWM is just a type of recovery for Android Phones. And just in case you dont know it stands for ClockWorkMod. If you didn't flash clockworkmod on your phone then it doesn't have it. If you're not sure then reboot your phone into recovery (do a google search on how to do that) after booting into recovery if it says CWM or clockworkmod on the top then your phone has it. If its saying something like Android recovery (3e) or something like that then your phone doesn't have cwm installed.
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