The higher electronegativity of O as compared to Cl gives it the ability to form hydrogen bonds. Also, the lone pairs on a Cl- are very diffuse because Cl is larger than O, so the force of attraction between the partial positive charge on hydrogen in the HCl and a Cl in another molecule is not significantly more than normal VanderWaal’s forces. Hence, HCl does not form hydrogen bonds.
The large difference between the electronegativity of Cl and H makes the H-Cl polar. Chlorine being more electronegative attracts the bonded pair of electrons to it and gains a partial negative charge while H gains a partial positive charge.
Thus, water molecules are polar and form hydrogen bonds while HCl is polar but does not form hydrogen bonds.