A pro forma invoice is the supplier's formal quotation, listing goods, price, terms and delivery details, and it is frequently required by your own bank or your government to approve payment or import registration before goods ever ship. A purchase order is your own formal confirmation that you accept those terms and are placing the order.
Together these two documents form the working contract for most day-to-day import transactions, and both should match exactly; a mismatch between what you ordered and what the pro forma states is worth resolving before you pay, not after goods arrive.