Not every trig is a pillar but every pillar is a trig. This OS trig is an intersected station. Intersected stations are pre-existing structures, such as church towers, weather vanes etc, which were surveyed to where an installed mark would not be visible. They were often used in conjunction with a nearby installed mark, for example a bolt on the church roof.
Trigpoints are the common name for "triangulation pillars". These are concrete pillars, about 4' tall, which were used by the Ordnance Survey in order to determine the exact shape of the country. They are generally located on the highest bit of ground in the area, so that there is a direct line of sight from one to the next. By sitting a theodolite (an accurate protractor built into a telescope) on the top of the pillar, accurate angles between pairs of nearby trigpoints could be measured. This process is called "triangulation". A major project to map out the shape of Great Britain began in 1936. The network of triangulation pillars, with accurately known positions, led to the excellent OS maps which we enjoy today.