Hi, im guessing you are completely new to guitar. In any case the guitar can be played in two main styles; with the fingers (a la classical guitarists), with the "normal" pick that is held btw the thumb and the pointy finger.

Whichever pick you decide to use is totally dependent on what style of music you are playing. If you are heading the classical route which involes using your fingers along with fingerpicks is what you would use. If you are playing any other style such as rock or blues then a normal pick is what is used.

I hope its a bit clearer now; my whole point was to tell you that those two types of picks are completely different and used for different things entirely.