They're different data busses for different purposes.
DisplayPort is what a GPU uses to output to a monitor. Like after it works on all the image and 3D processing, it needs to spit out what you eventually will see on a monitor. So it uses buses such as DisplayPort, HDMI and so on. These busses in recent years have become a bottleneck as we've seen bigger and bigger resolutions (1080p, 4K, 5K and VR), which is why we need to see updated standards come in.
PCIE (and Thunderbolt since it's technically based on PCIE) is essentially the bus that connects a CPU to a GPU. It's the bus which the CPU uses to tell the GPU what to render. We usually don't run into bandwidth limitation problems with PCIE -- especially if you install your GPU in a slot that offers at least 8 (each lane at 5 Gbps) lanes of PCIE 2.0. More is always better, but the difference is negligible.