\\s is used in Validation rule for blank space or white space in Salesforce.

Sample Validation Rule:

AND( 
 NOT(ISBLANK(Test__c)), 
 AND(NOT(REGEX(Test__c, '\\d{14}')), 
  NOT(REGEX(Test__c, '\\d{3}\\s{1}\\d{3}\\s{1}\\d{3}\\s{1}\\d{5}')) 
 ) 
)

This will support only the following
12345678912345
or
123 456 789 12345