Like the difference between MS Paint and GIMP/Photoshop.
More like the difference between MS Paint and Windows Photo Viewer, or the difference between Adobe Acrobat and Adobe Reader.
PCKView lets you add images, but it doesn't have an editor that lets you add new pieces to the tileset. All you can do with it is put new images on top of already existing pieces.
MCDEdit is very user-friendly. It lets you add new pieces, copy+paste attributes from existing pieces, view and edit all attributes of each piece, and it even shows you a 3D render of what the piece looks like as far as its hitbox on the battlescape based on its LOFTs. There is a built-in PCK editor which has all the tools you need for basic editing and it's very easy to use. It has a marking which shows the dimensions of the terrain block, so you can tell where your texture is going in relation to other nearby pieces.
You will likely find it a bit confusing at first to look at such a huge number of tile attributes. I suggest starting out by copying attributes from a piece that is essentially similar, and just changing a few attributes or the image. When I want to make a door, for example, I copy from an already existing door and then put my texture on it. When lining up textures, I'll take one that already fits where I want it, and use that as a template to see where my texture can go.
When you're done, save your MCD and it will be found in the TERRAIN folder within MCDEdit's main folder. You can copy it from there and paste into your mod. Make sure you copy+paste all three files (*.MCD, *.PCK, *.TAB). If you need to use it with MapView, make sure you copy it to the folder MapView draws from (usually your main X-Com folder). To easily start your own separate MCD, copy an existing one and paste it into the same folder. Give the second copy whatever name you want, just make sure all 3 files have the same name. And always make sure you copy it into your mod AND MapView's folder! It's easy to think it looks right in MapView or in-game, only to forget that it's not in your mod folder yet!