The point is that \D is the set of all characters that do not belong to \d, so 'a', 'C', '&' all belong to \D. Now similar for \W, the set of all characters not in \w, hence '&', ' ', etc.
So far so good, but [\D\W] is the union of the sets \D and \W, hence it will contain '&' and ' ', but also 'a' and 'C' since the latter are members of \D. That's definitely not equal to the set [^\d\w] that contains none of the characters in \d or \w. The set [^\d\w] definitely doesn't contain 'a' or 'C' that are members of [\D\W].
Hope this helps, -gjb-
