Difference between exp and expdp
The main difference compared to the architecture of Data Pump utility exp / imp and expdp / impdp are always run on the DB server and not on a client. Then the files will always on the server where and active an Oracle database.
The advantages of the data pump is performance (eg. Parallel) and the presence of new features' (eg. Migration direct SQL * Net, native compression, remap).
See this  Oracle white paper(Upgrading to Oracle Database 12c)  on page 14.
You can also see the Database Utilities manual.