Use 'pick somebody's pocket' in situations where stealth or slyness is involved, like a thief in a crowd. He moved through the festival crowd, looking to pick someone's pocket.
Pro Tip 2/3
Literal Action
This phrase should be used when referring to the physical act of stealing from someone's pocket silently. Be careful in cramped places where someone might pick your pocket.
Pro Tip 3/3
Avoid Accusing Tone
Saying someone 'picked a pocket' could sound accusatory, so be cautious when using it. I think her pocket was picked, but I can't say who did it.