Yes, Windows Defender can detect some worms.
The important thing to realise, for anyone who is a bit new to the world of computer threats and security, is that there are literally thousands of new malware threats (incl worms, trojans, malicious scripts for downloading same, viruses etc) released every day.
No one application (nor, perhaps, any combination of applications) can get them all. Nor get any of them the moment they are unleashed on the web.
The best the average user can do is use two or three good programs that update frequently, and are well supported, and keep Windows seriously up to date. That strategy will probably block maybe 97% of the nasties. You still read about the other 3% who have been unlucky - scored what's known as a zero day threat (newly released; nothing detects it. Yet.)
For those kind of threats, to be safe and secure you really need a behavioral analysis or HIPS type program.