Well technically, it's a wrong to say that {w} is a vowel in Welsh or what have you. Welsh orthography uses {w} for the the vowel /u/ in some places, and {w} for a semi-vowel (as in {wy} == /wi/) in other places. Same with {w} in English. In 'cwm' /kum/, {w} represents a /u/. But mostly, {w} stands for /w/ as in win, wound, werewolf, cow, how, etc. Cf. the more naturalized combe in English which is an earlier loanword that got more naturalized. The history of the letters {j} and {w} in the (later) Latin alphabet is interesting. Romans used {I} and {V} to stand for both vowels and semi-vowels /i/ ~ /j/ and /u/ ~ /w/. Only later in the Middle Ages, did some start using an elongated {j} for the semi-vowel. And {w} came from literally two {u}s; cf. {ij} in Dutch for /aj/ as in Rijksmuseum.

Note: I use {} to delimit a grapheme (written glyph, letter), and // to delimit a phoneme (sound).