Events are not necessarily triggered by the user. While application is running it can trigger events. For example an application trying to connect to a server and unable to do so, a MessageDialog from the application may be displayed. The triggered event in this case would be "ApplicationErrorDialog.Shown".
There is no different definition for either of these terms as they relate to Pega Robotics than what they mean in programming in general. A method is simply something that you can tell an object to so (like a function). An event is that object telling you it has done something Z(or is doing something in the case of synchronous events).