Do you mean the difference between a) calling the queue manager APIs and b) calling the client APIs?
If so, then programmatically there is no fundamental difference. The client APIs are the same as the queue manager (server) APIs. Ditto for the return codes, error codes etc. But functionally you are limited when using a client. For example you can't do anything transactional (units of work). And of course, when using the client, if your application depends on outgoing messages being successfully sent then you are stuck if the network connection between the client and server goes down.
IBM have complicated matters with the Extended Transactional client which, unlike the standard MQ client, is NOT free.
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