All the PicKit does is squirt the hex file into the PIC.

If you want to use assembly language you can down load MPLAB from MicrChip for free.
The language we talk about on this forum is Pic Basic or Pic Nasic Pro. One is around a $100 and the other is around $240. I think... With upgrades to new versions for $25, comes with a manual. melabs.com