How can I tell if I have a pilonidal cyst or pilonidal sinus?

Cyst or sinus. You are lucky, if you dont have a pilonidal infecrion. The cysts are closed, round sack and the sinus has an opening on the skin. Both can become infected. With infection a surgical drainage is required. Before infection you have a choice to observe or elective surgery to remove.
Doesn't matter. The cyst is the base, the sinus is the tract to the skin. If you have one, you have the other.
Pilonidal cyst. They are basically the same thing. Your doctor can advise whether the lesion needs to be surgically excised.