what are the difference between Audit Trail and Event monitoring? Which informations can I retrieve from one and from another?
The Audit Trail simply shows basic things like when an administrator modifies a page layout or creates a new user; basically it only tracks changes that are made in the Setup menu (or the SOAP/REST/Metadata/Tooling APIs when they modify items in Setup).
Event Monitoring tracks practically every single thing a user does, including API calls, running reports, and so on. The full list of supported types for Event Monitoring is listed in the documentation, and has almost 50 different types of events you can report on.