May i know what is the differences between this two device ?

 

one is round the other is retangular

 

ICD4 is EOL

https://www.microchip.com/product-change-notifications/?type=all&filter#/18380/CFAN-24JZGK204

The ICD4 has a external power plug so it can supply much more power to the DUT.
https://microchipdeveloper.com/icd4:icd4-block-diagram
https://microchipdeveloper.com/pickit4:block-diagram