They both essentially send midi notes and can be used to play any midi instrument. The difference is with keyboards you get the modwheel (and/or expression pedals) for sound modulations, with breath controllers you instead use the intensity of your breath which can be much more natural and expressive and can achieve more natural results.
There are midi controllers shaped and designed resembling actual intruments from the woodwinds family, such as the Roland AE-10 or the Akai EWI series.
But you can also get products like the TEControl stuff, which give you the benefits of breath midi control along with the benefits of any standard midi keyboard, so you don't have to learn a completely new instrument, and don't cost you nearly as much as an EWI or AE-10.
I've never had the chance of using one from TEControl but I'd really like to try it in the future.
In any case, check for compatibility with the type of libraries and sampler you intend to use it with.