The letter 'W' (called 'uve doble' or 'doble u') stands out from the rest of the letters in the Spanish alphabet. This is because there are no native Spanish or Latin (where Spanish derives from) words that use the letter 'W'.
In Spanish the letter 'W' is only used for words from other languages. English is the most commonly used source of foreign words in Spanish. Therefore, if you come across a word with the letter 'W' then you can assume to pronounce it as if it were in English.
Whisky (whiskey in English)