Saying "the west" sounds like a place, perhaps, of importance or great significance. Though it's hard to say without more context.
Here's an example:
Americans traveled west. - adverb - This is simply a direction.
Americans settled the west. - This is meant to say that "the west" is a place of importance in history - the western part of the North American continent in the U.S.
Also, we use "the west" to refer to western cultures of the world as opposed to eastern cultures of the world, as in "occidental" and "oriental".