Piccolo trumpets are pitched higher than most trumpets (generally an octave). Piccolo trumpets are very specialized instruments sometimes used to make very high parts of some classical pieces playable. Much the way an alto trombone is used for very high trombone parts. PIccolo trumpets are a challenge to play. Pocket trumpets are normally pitched trumpets with more bends to make a compact instrument. The section of models of pocket trumpets is small but included models ranging from unplayable junk to professional quality instruments costing $thousands. The main purpose pocket trumpets serve is as a novelty or as a more portable version of a standard trumpet for travel.
Provided they both make different sounds pick the one that sounds better to you...or is easier to learn :)