Gosh, they're actually two different processes though similar. When you marinate something, you soak it in brine before actually cooking it not much later. So you can soak a rack of lamb in a brine that you make up for a couple of hours and then roast it in the oven. When you pickle something you're actually preserving it in a brine for a longer period of time, and you don't necessarily cook the item after it. So gherkins and other vegetables are often pickled to preserve them and eaten as they are.