There are several broad ways that Russia and Western Europe can be categorically distinguished from one another. While reducing it to three feels arbitrary, here are some of the most prominent:
1.) History, Language, and Culture
Modern-day Western Europe as we know it evolved from an amendment to the 1948 Treaty of Brussels, and it boasts a collection of 20 or so countries (depending on how you define Western Europe) that all share a similar history inspired by the Socratic method, the Latin language, and centuries of influence by Roman and Greek civilizations.
Russia, on the other hand, initially emerged as a 12th century principality, first squelched by Mongol rule during the 13th, 14th, and 15th centuries and later expanded under Peter I and the Romanov Dynasty from the Baltic Sea to the Pacific Ocean. It's cyrillic script is based on Eastern Slavic languages and its roots lie more in the East than the West.
Western Europe is a collection of independent nations that form much of the continent we call Europe. While these nations may have surrendered some of their individual sovereignty through their membership in the EU, they maintain their own central governments, states or regions with local governments, and many still field individual militaries.
Russia, by contrast, is a single nation (albeit the largest in the world by area and 2.5 times bigger than all of Europe). It is divided into 85 federal "subjects," of which 22 are considered "republics," but all of which are under the control of the central Russian authority. Large mountain ranges like the Urals, Carpathians and Baltics split the Eurasian continent and aided in the separate development of Russia and Western Europe.
3.) Government and Religion
Most Western European nations were largely influenced by Catholicism thanks to the Roman Empire and flourished as representative democracies that were accountable to the people.
Russia, rather, has historically been dominated by Orthodox Christianity, the dictates of czars (which Europe never had), and eventually the iron rule of communism. The starkest contrast between these two philosophies could ultimately be seen in East and West Germany after World War II.