what is difference between kwrite and kate? which is better to use?

basically they use the same core except Kate has more advanced functionality:
see the items listed in settings -> configure Kate -> Application
--- sessions
--- plugins
--- terminal (embedded)
--- file browser (embedded)
and most important to me, tabs

Does it run slower in large file? If I have to open many files, should I open it on different windows or in tabs?

Both KWrite and Kate use the same underlying infrastructure, so they will have the same performance when accessing files, except for differences in their configuration (code folding, completion, highlighting, etc).