To get started with the Free Keyword Tool, just enter a keyword or search term into the relevant field. If you want to conduct competitive intelligence research into your competitors' keyword data, you can also enter the URL of a specific webpage to view keyword data for that page. You can also enter your industry and country to see even more accurate results; it's not unusual for the cost-per-click and other metrics to differ widely from one country to another, even for advertisers bidding on the same keywords in the same industry.
Long Tail Pro is a keyword research tool that helps you quickly find low competition keywords for your website. In particular, the tool is built for people doing SEO (search engine optimization) as opposed to people doing paid ads (Google Adwords PPC). I'm sure there are some advertisers that use the tool for paid ad keyword research, but the tool was built for SEO keyword research.