Pentaho PDI is a tool for creating, managing, running and monitoring ETL workflows. It can work with Hadoop, RDBMS, Queues, files, etc. Hadoop is a platform for distributed computation (Map-Reduce framework, HDFS, etc). Many tools can run on Hadoop or can connect to Hadoop and use it's data, run processes.
Pentaho PDI can connect to Hadoop using it's own connectors and write/read data. You can start Hadopp job from PDI, also it can process data by itself inside transformation flow and store or send results to HDFS, RDBMS, some queue, email, etc. Of course you can invent you own tool for ETL workflows or simply use bash+Hive, etc, but PDI allows ETL processsing in a unified way not depending on data sources and targets. Also Pentaho has great visualization.