A trial is a type of study - study is the general term, and trial is a more specific term. That is because any type of research can be called a "study," including observational studies, cohort studies, case-control studies, etc. However, a trial must involve an experiment/intervention.
E.g. - an investigation of the eating habits of Americans at fast food restaurants is an "observational study" if no intervention is involved.
However, a drug company that tests different compounds on humans is conducting a "trial."