Hi, I don't understand what's the real difference and the best uses for each of those two utilities, can someone explain me?
You can find an overview of both these tools here: https://support.freshservice.com/support/solutions/articles/223633-freshservice-discovery-overview
The Discovery agent is installed on every computer in your organization. If you want to track end user laptops even when they are not connected to the office network, this is the recommended option.
If you plan to track network devices such as Printers or routers along with all the computers, Probe is the best option for you. The probe is installed on a server in your network and it can scan your entire network. Also, the Probe can be used to sync user information from your AD to Freshservice or even connect to SCCM to sync device information to Freshservice.
I hope this helps.