Yes they only give bonus xp on pvp/bh worlds.
The gloves xp bonus differ, but they all give alot more xp when used in the wilderness as opposed to some random place in runescape ( except pray brawlers which should be used with an altar/ecto). The gloves also last for different periods, eg. Pray brawlers last for a certain amount of bones, cooking brawlers last for a certain amount of cooked food, fm brawlers last for a certain amount of logs burned.
RS Wiki has a ton of information about them, including some good places to use them while training.