Pigments are relatively insoluble and need to be applied as a suspension while dyes are water soluble.   If you handle a pigment you will notice that the stains on your hands, pants and shoes are much more difficult to remove compared to a dye that is more easily washed off.   Interestingly a pigment can be made from a dye using a metallic salt.  For classification purposes pigments and dyes are considered colorants.