I have the values of $L$, $R$ and $W$ in the picture below. The circle is drawn though the center of the rectangle. And the circle will always intersect the rectangle.
How can I find the area of the part in grey for any such rectangle and circle of this type?

Here are some hints.
The area of a sector (a piece of the pie) with central angle $\theta$ is $\pi R^2 \theta/(2\pi)$.
From your diagram, let's say that $\theta$ is the angle between $B$ and $C$. Call the center of the circle $O$. Then the area of triangle $BOC$ is
$$A(BOC) = R\sin (\theta/2) \cdot R \cos (\theta/2).$$
Taking the difference of these two will get you the area of the white cap.
To calculate the center angle, drop a perpendicular from the center of the circle to the right side of the rectangle. Call the point of intersection $E$. Then triangle $EOA$ is a right triangle with one of the angles $\theta/2$. The adjacent side has length $w/2$, and the hypotenuse is $R$. This makes $$\sin (\theta/2) = \frac{w/2}{R}.$$
You can use the Pythagorean theorem to find the other side, and then find $\cos(\theta/2)$.
To find $\theta$ directly, then, just use an inverse trig function:
$$\sin^{-1} (\sin (\theta/2)) = ...$$
Can you take it from here?