Look them up on some dictionary websites (I would suggest you try both British and American ones) and pay attention to the sound. Many of the famous dictionary websites let you click and listen to how the word is pronounced.
In this case, also pay attention to the length of the sound.
caulk = /kɔːk/, it rhymes with chalk.
cock = /kɒk/, it rhymes with sock.
Are you sure you didn't mean 'cork'? In BrE there is no difference in pronunciation between 'cork' and 'caulk' because BrE is non-rhotic. This isn't the case with AmE where the two words would not be identical.
interesting one- to a British ear American pronunciation of Caulk can sound similar to American pronunciation of Sock. But in Britain we say caulk equal to cork, as mentioned above.
It's not that specialist- do you remember that when Silicone Sealant first came out in America it was called Bath Tub Caulk?