Can a smooth compact manifold be the boundary of a non-smoothable manifold? If so can any of its Stiefel-Whitney numbers be non-zero?
Thom's theorem says that a compact smooth manifold has zero Stiefel-Whitney numbers if and only if it is the boundary of a smooth manifold. One naturally asks whether there are cases where a compact smooth manifold is a boundary of a manifold that has no differential structure and whether in such a case it is possible for the manifold to have a non-zero Stiefel-Whitney number.
Let $M$ be the $E_8$ manifold with an open disc removed; note that $\partial M = S^3$ is a smooth manifold. If $M$ were smoothable, then its double would be as well, but the double of $M$ is just the connected sum of two copies of the $E_8$ manifold which is not smoothable by Donaldson's Theorem.
As Oscar Randall-Williams points out here, if two smooth manifolds are topologically cobordant, then they are smoothly cobordant. In particular, if a smooth manifold bounds a non-smoothable manifold, it also bounds a smooth manifold, and hence all of its Stiefel-Whitney numbers vanish by Thom's theorem.