In most cases, you do not have to remove the distributor to change the pickup coil. The pickup coil is usually located inside the distributor, and can be accessed by removing the distributor cap and rotor. However, there are some cases where the pickup coil may be located on the outside of the distributor, or even on the engine block itself. In these cases, you may need to remove the distributor in order to access the pickup coil.
If you are not sure whether or not you need to remove the distributor to change the pickup coil, consult a repair manual or ask a qualified mechanic.